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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

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
Published electronically: September 6, 2006
MathSciNet review: 2168148
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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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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: http://dx.doi.org/10.1090/S0094-9000-06-00676-4
PII: S 0094-9000(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