Explicit expressions for the variogram of first-order intrinsic autoregressions
Tibor K. Pogány and Saralees Nadarajah
Source: Electron. J. Statist. Volume 3 (2009), 376-383.
Abstract
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.
Primary Subjects: 62M10
Secondary Subjects: 33C65, 33C90, 62M20
Keywords: Appell’s hypergeometric functions $F_2$, $F_4$; first-order intrinsic autoregression; hypergeometric $_3F_2$, $_4F_3$; variogram
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.ejs/1239974320
Digital Object Identifier: doi:10.1214/09-EJS380
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