Estimation of Parameters of Homogeneous Gaussian Random Fields

  • 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
How to Cite
Kozachenko, Y. V., and KurchenkoО. O. “Estimation of Parameters of Homogeneous Gaussian Random Fields”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 52, no. 8, Aug. 2000, pp. 1082-8, https://umj.imath.kiev.ua/index.php/umj/article/view/4511.
Section
Research articles