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.
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| Date: | 2000 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4511 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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