Residuals based estimators of the covariogram

Authors

M Grondona, Iowa State University
Noel A. Cressie, University of WollongongFollow

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.