Title

Residuals based estimators of the covariogram

RIS ID

73206

Publication Details

Grondona, M. & Cressie, N. A. (1995). Residuals based estimators of the covariogram. Statistics, 26 (3), 209-218.

Abstract

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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Link to publisher version (DOI)

http://dx.doi.org/10.1080/02331889508802490