Pregled bibliografske jedinice broj: 388908
Explicit expressions for the variogram of first-order intrinsic autoregressions
Explicit expressions for the variogram of first-order intrinsic autoregressions // Electronic Journal of Statistics, 3 (2009), 376-383 doi:10.1214/09-EJS380 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 388908 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Explicit expressions for the variogram of first-order intrinsic autoregressions
Autori
Poganj, Tibor ; Nadarajah, Saralees
Izvornik
Electronic Journal of Statistics (1935-7524) 3
(2009);
376-383
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Appell's hypergeometric functions $F_2 ; F_4$ ; First--order intrinsic autoregression ; Hypergeometric ${; ; ; }; ; ; _3F_2 ; {; ; ; }; ; ; _4F_3$ ; Variogram
Sažetak
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 particular cases of the expression are also derived.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
112-2352818-2814 - Redovi uzorkovanja, Mathieuovi redovi i specijalne funkcije
Ustanove:
Pomorski fakultet, Rijeka
Profili:
Tibor Poganj
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
- Mathematical Reviews, Referativniy Zhurnal Matematika
