Explicit expressions for the variogram of first--order intrinsic autoregressions

Simple item page
dc.creatorPogány, Tibor K.
dc.creatorNadarajah, Saralees
dc.date2009-02-19
dc.date.accessioned2026-07-07T12:44:08Z
dc.date.available2026-07-07T12:44:08Z
dc.descriptionExact 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.
dc.descriptionSubmitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0902.3306
dc.identifierhttp://arxiv.org/abs/0902.3306
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/220664
dc.subjectStatistics Theory
dc.subject62M10 (Primary) 33C65, 33C90, 62M20 (Secondary)
dc.titleExplicit expressions for the variogram of first--order intrinsic autoregressions
dc.typetext

Files

Collections

arXiv