Explicit expressions for the variogram of first-order intrinsic autoregressions
نویسندگان
چکیده
منابع مشابه
Explicit expressions for the variogram of first--order intrinsic autoregressions
Abstract: Exact and explicit expressions for the variogram of first–order intrinsic autoregressions have not been known. Various asymptotic expansions and approximations have been used to compute the variogram. In this note, an exact and explicit expression applicable for all parameter values is derived. The expression involves Appell’s hypergeometric function of the fourth kind. Various partic...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2009
ISSN: 1935-7524
DOI: 10.1214/09-ejs380