Tat'yana Tsekhovaya

Statisticheskie Svoystva Otsenok Variogrammy: Analiz Sluchaynykh Protsessov Tat'yana Tsekhovaya Russian edition

V seredine KhKh veka poyavilos' novoe napravlenie statisticheskogo analiza sluchaynykh protsessov vo vremennoy oblasti ? variogramnyy analiz. Stalo vozmozhnym bolee glubokoe i polnoe izuchenie yavleniy deystvitel'nosti, poskol'ku sovremennye metody variogramnogo analiza ispol'zuyut informatsiyu o vnutrenney strukture eksperimental'nykh dannykh i, sledovatel'no, okhvatyvayut vsyu slozhnost' izuchaemykh protsessov. Pri etom osnovnoy model'yu issleduemykh sobytiy yavlyayutsya statsionarnye v shirokom smysle i vnutrenne statsionarnye sluchaynye protsessy. Problema issledovaniya statisticheskikh svoystv otsenok matematicheskogo ozhidaniya yavlyaetsya naibolee izuchennoy. Zadacha analiza otsenok osnovnykh kharakteristik vtorogo poryadka sluchaynykh protsessov ostaetsya aktual'noy i v nashi dni. Nastoyashchaya kniga posvyashchena postroeniyu i izucheniyu otsenok variogrammy, vzaimnoy variogrammy, kovariatsionnoy funktsii, vzaimnoy kovariatsionnoy funktsii, kotorye yavlyayutsya osnovnymi merami zavisimosti eksperimental'nykh dannykh i shiroko ispol'zuyutsya pri reshenii prikladnykh zadach. V knige issleduyutsya statisticheskie svoystva postroennykh otsenok vo vremennoy i chastotnoy oblastyakh s ispol'zovaniem edinogo semiinvariantnogo podkhoda.