Variogram analysis of stochastic processes
Properties of the semivariogram of an intrinsically stationary continuous-time random process with finite second moment are investigated. A necessary and sufficient conditions for a continuous function to be semivariogram are found. Confidence intervals for the semivariogram of Gaussian stationary s...
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| Format: | Article |
| Language: | Belarusian |
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Belarusian State University
2018-01-01
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| Series: | Журнал Белорусского государственного университета: Математика, информатика |
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| Online Access: | https://journals.bsu.by/index.php/mathematics/article/view/745 |
| Summary: | Properties of the semivariogram of an intrinsically stationary continuous-time random process with finite second moment are investigated. A necessary and sufficient conditions for a continuous function to be semivariogram are found. Confidence intervals for the semivariogram of Gaussian stationary stochastic process are defined. Properties of ꭓ2-distribution are used for constructing confidence intervals for semivariogram. The proposed confidence intervals are more informative compared with point estimates of the semivariogram. |
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| ISSN: | 2520-6508 2617-3956 |