The problem of estimation of unknown mean value for some correlation models of homogeneous and isotropic random fields
Authors:
M. I. Yadrenko and N. Semenovs'ka
Translated by:
Oleg Klesov
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom 72 (2005).
Journal:
Theor. Probability and Math. Statist. 72 (2006), 193-201
MSC (2000):
Primary 60J60, 60J12, 60J25
DOI:
https://doi.org/10.1090/S0094-9000-06-00676-4
Published electronically:
September 6, 2006
MathSciNet review:
2168148
Full-text PDF
Abstract | References | Similar Articles | Additional Information
Abstract: We obtain explicit formulas for the variance of a linear unbiased estimator of unknown mean value for some correlation models of homogeneous and isotropic random fields.
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-dimensional space similar to stationary stochastic processes, Teor. Veroyatnost. i Primenen. 2 (1957), no. 3, 292-338. (Russian) Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 60J60, 60J12, 60J25
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Additional Information
M. I. Yadrenko
Affiliation:
Department of Probability Theory and Mathematical Statistics, Faculty for Mathematics and Mechanics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
N. Semenovs'ka
Affiliation:
Department of Probability Theory and Mathematical Statistics, Faculty for Mathematics and Mechanics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email:
semenovsky@hotmail.ru
DOI:
https://doi.org/10.1090/S0094-9000-06-00676-4
Keywords:
Random field,
Whittle--Mattern model,
linear unbiased model
Received by editor(s):
June 5, 2004
Published electronically:
September 6, 2006
Article copyright:
© Copyright 2006
American Mathematical Society
