RESIDUALS BASED ESTIMATORS OF THE COVARIOGRAM

Authors
GRONDONA MO CRESSIE N
Citation
Mo. Grondona et N. Cressie, RESIDUALS BASED ESTIMATORS OF THE COVARIOGRAM, Statistics, 26(3), 1995, pp. 209-218
Citations number
14
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
26
Issue
3
Year of publication
1995
Pages
209 - 218
Database
ISI
SICI code
0233-1888(1995)26:3<209:RBEOTC>2.0.ZU;2-B
Abstract
Assuming a polynomial trend with second-order stationary errors, expre ssions for the expectation of various covariogram estimators are deriv ed. The goal of this article is to compare the estimator based on ordi nary-least-squares residuals, with the estimator based on recursive re siduals.