Cover Image

Estimation of Parameters of Homogeneous Gaussian Random Fields

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.

Saved in:

Bibliographic Details
Date:	2000
Main Authors:	Kozachenko, Yu. V., Kurchenko, О. O., Козаченко, Ю. В., Курченко, О. О.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2000
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4511
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

On necessary conditions of equivalence of gaussian measures corresponding to homogeneous random fields
by: Krasnitskii, S. M., et al.
Published: (1994)

Software computer modeling of non-gaussian parameter estimation of correlated random processes
by: V. V. Palahin, et al.
Published: (2014)

Baxter type theorems for generalized random Gaussian processes
by: S. M. Krasnitskiy, et al.
Published: (2016)

Estimates of regression parameters of random fields. II.
by: Leonenko , N. N., et al.
Published: (1992)

Estimates of parameters of random field regressions. I
by: Leonenko , N. N., et al.
Published: (1992)

On Baxter type theorems for generalized random Gaussian processes with independent values
by: S. M. Krasnitskij, et al.
Published: (2020)

Existence of generalized local times for Gaussian random fields
by: Rudenko, A.
Published: (2006)

On asymptotic properties of the empirical correlation matrix of a homogeneous vector-valued Gaussian field
by: Buldygin, V. V., et al.
Published: (2000)

On large deviations of empirical estimates in a stochastic programming problem for a homogeneous random field with a discrete parameter
by: P. S. Knopov, et al.
Published: (2021)

Multivariate random fields on some homogeneous spaces
by: Ponomarenko, O., et al.
Published: (2008)

Estimates of the supremum distribution for a certain class of random processes
by: Buldygin, V. V., et al.
Published: (1993)

Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations
by: P. S. Knopov, et al.
Published: (2021)

Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
by: Deriev, I. I., et al.
Published: (1993)

Properties of large deviations of empirical estimates in a stochastic optimization problem for a homogeneous random field
by: P. S. Knopov, et al.
Published: (2020)

Methods for Statistical Signal Parameters Estimation in Non-Gaussian Correlated Noise
by: D. O. Smirnov, et al.
Published: (2021)

Intensity of crossings of a given level by a homogeneous random field
by: D. V. Evgrafov
Published: (2017)

Weakly Sub-Gaussian Random Elements in Banach Spaces
by: Vakhaniya, N. N., et al.
Published: (2005)

Simulations of Gaussian stationary random processes with continuous spectrum
by: A. O. Pashko
Published: (2014)

Random processes in Sobolev-Orlicz spaces
by: Kozachenko, Yu. V., et al.
Published: (2006)

On the papers of M.I. Yadrenko on the theory of random fields
by: Buldygin, V.V., et al.
Published: (1992)

Limited theorem for random functions, plotted according to quadratic forms from Gaussian random values
by: Ryzhov , Yu. M., et al.
Published: (1988)

On the Gaussian Random Matrix Ensembles with Additional Symmetry Conditions
by: Vasilchuk, V.
Published: (2006)

Distribution of the supremum of random processes from quasi-Banach $K_{σ}$-spaces
by: Kozachenko, Yu. V., et al.
Published: (1999)

Estimates for the Gaussian Curvature of a Strictly Convex Surface and its Integral Parameters
by: V. I. Babenko
Published: (2018)

Estimates for the Gaussian Curvature of a Strictly Convex Surface and its Integral Parameters
by: Babenko, V.I.
Published: (2018)

Stochastic integration and one class of Gaussian random processes
by: Dorogovtsev, A. A., et al.
Published: (1998)

Equations with Random Gaussian Operators with Unbounded Mean Value
by: Vlasenko, M. A., et al.
Published: (2002)

Local properties of gaussian random fields on compact symmetric spaces and theorems of the Jackson-Bernstein type
by: Malyarenko, A. A., et al.
Published: (1999)

Random covers of finite homogeneous lattices
by: Alekseychuk, A.N.
Published: (2006)

Interpolation of homogeneous and isotropic random field in the center of the sphere by uniform distributed observations
by: Semenovs’ka, N.
Published: (2007)

Camera Pose Estimation Using a 3D Gaussian Splatting Radiance Field
by: A. O. Smirnov
Published: (2024)

On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. II
by: Kozachenko, Yu. V., et al.
Published: (2008)

On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. I
by: Kozachenko, Yu. V., et al.
Published: (2007)

On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model
by: Ivanov, O. V., et al.
Published: (2015)

Homogenization of random functionals on solutions of stochastic equations
by: Ja. I. Granovskij, et al.
Published: (2015)

The limit theorem for the maximum ot $C$-valued Gaussian random variables
by: Matsak, I. K., et al.
Published: (1995)

On the strong law of large numbers for φ-sub-Gaussian random variables
by: K. Zajkowski
Published: (2021)

On the simulation of the mathematical expectation and variance of samples for gaussian-distributed random variables
by: P. Kosobutskyi
Published: (2017)

On the simulation of the mathematical expectation and variance of samples for gaussian-distributed random variables
by: P. Kosobutskyy
Published: (2017)

On the strong law of large numbers for ϕ-sub-Gaussian random variables
by: Zajkowski, K., et al.
Published: (2021)