Estimation of Parameters of Homogeneous Gaussian Random Fields

Authors

  • Yu. V. Kozachenko
  • О. O. Kurchenko

Abstract

On the basis of the limit theorem for quadratic variation, we construct a consistent estimator for parameters of a homogeneous Gaussian random field of a certain class. We find confidence ellipsoids for estimators of this sort.

Published

25.08.2000

Issue

Section

Research articles