Median based covariogram estimators reduce bias

DOI10.1016/0167-7152(84)90069-5zbMath0572.62070OpenAlexW1994125161MaRDI QIDQ1062403

Noel Cressie, Gary Glonek

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90069-5

zbMATH Keywords

bias reductiontime seriesGaussian processstationary processm-dependencesample medianadditive outlier contaminationproduct moment covariogram estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (5)

Spatial prediction and ordinary kriging ⋮ Reducing fluctuations in the sample variogram ⋮ Bayesian inference for brain activity from functional magnetic resonance imaging collected at two spatial resolutions ⋮ Residuals Based Estimators of the Covariogram ⋮ Weighting Elementary Prices in Consumer Price Index Construction Using Spatial Autocorrelation

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