Estimation of Parameters of Homogeneous Gaussian Random Fields
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.Downloads
Published
25.08.2000
Issue
Section
Research articles
How to Cite
Kozachenko, Yu. V., and Kurchenko О. 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.