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Residuals Based Estimators of the Covariogram

 

作者: Martin O. Grondona,   Noel Cressie,  

 

期刊: Statistics  （Taylor Available online 1995）
卷期: Volume 26, issue 3  

页码: 209-218

 

ISSN:0233-1888

 

年代: 1995

 

DOI:10.1080/02331889508802490

 

出版商: Gordon & Breach Science Publishers

 

关键词: AMS 1991 subject classifications;Primary 62M10;secondary 62J05;ARMA process;correlated errors;prediction;recursive residuals;second-order stationarity

 

数据来源: Taylor

 

摘要:

Assuming a polynomial trend with second-order stationary errors, expressions for the expectation of various covariogram estimators are derived. The goal of this article is to compare the estimator based on ordinary-least-squares residuals, with the estimator based on recursive residuals.

 

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