Estimation of Parameters of Homogeneous Gaussian Random Fields |
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Authors: | Kozachenko Yu V Kurchenko O O |
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Institution: | (1) Kiev University, Kiev |
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Abstract: | On the basis of the limit theorem for quadratic variation, we construct a consistent estimator for parameters of a homogeneous Gaussian random field of a certain class. We find confidence ellipsoids for estimators of this sort. |
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