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.
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Kozachenko, Y.V., Kurchenko, O.O. Estimation of Parameters of Homogeneous Gaussian Random Fields. Ukrainian Mathematical Journal 52, 1239–1246 (2000). https://doi.org/10.1023/A:1010301020504
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DOI: https://doi.org/10.1023/A:1010301020504