Explicit expressions for the variogram of first-order intrinsic autoregressions

DOI10.1214/09-EJS380zbMath1326.62192arXiv0902.3306MaRDI QIDQ1951983

Tibor K. Pogány, Saralees Nadarajah

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.3306

zbMATH Keywords

variogramAppell's hypergeometric functions \(F_2, F_4\)first-order intrinsic autoregressionhypergeometric \(_3F_2\) and \(_4F_3\)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of hypergeometric functions (33C90) Appell, Horn and Lauricella functions (33C65)

Uses Software

• F1

Cites Work

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