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Explicit expressions for the variogram of first-order intrinsic autoregressions (CROSBI ID 149084)

Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija

Poganj, Tibor ; Nadarajah, Saralees Explicit expressions for the variogram of first-order intrinsic autoregressions // Electronic Journal of Statistics, 3 (2009), 376-383. doi: 10.1214/09-EJS380

Podaci o odgovornosti

Poganj, Tibor ; Nadarajah, Saralees

engleski

Explicit expressions for the variogram of first-order intrinsic autoregressions

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.

Appell's hypergeometric functions $F_2 ; F_4$ ; First--order intrinsic autoregression ; Hypergeometric ${; ; ; }; ; ; _3F_2 ; {; ; ; }; ; ; _4F_3$ ; Variogram

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Podaci o izdanju

3

2009.

376-383

objavljeno

1935-7524

10.1214/09-EJS380

Povezanost rada

Matematika

Poveznice