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Paramonova, O. S.; Niukkanen, A. W.

doi:10.1023/a:1014820700124

Programming and Computer Software

2002

DOI: 10.1023/a:1014820700124

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O. S. Paramonova

A. W. Niukkanen

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2009

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Explicit expressions for the variogram of first-order intrinsic autoregressions

Pogány¹,

Nadarajah²

2009

Electron. J. Statist.

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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.

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Explicit expressions for the variogram of first-order intrinsic autoregressions

Pogány¹,

Nadarajah²

2009

Electron. J. Statist.

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Cited by 1 publication

References 10 publications

Explicit expressions for the variogram of first-order intrinsic autoregressions

Explicit expressions for the variogram of first-order intrinsic autoregressions

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