EMIS ELibM Electronic Journals PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.)
Vol. 39(53), pp. 187--192 (1986)

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OB OCENKAH SREDNIH ZNACHENIJ SLUCHAJNYH AR-POLEJ

J. Malishich

Matematicki fakultet, Beograd, Yugoslavia

Abstract: Rassmatrivaet\-sya avtoregressivnnoe pole $\eta(u,v)$ tipa $(p,q)$ s parametrami $\theta_1$ i $\theta_2$ $$ \sum_{j=0}^p\sum_{k=1}^q a_{jk}\eta(u-j\theta_1,v-k\theta_2)= \xi(u,v) $$ gde $\xi(u,v)$ nepreryvno v srednem kvadratichnom odnorodnoe sluchajnoe pole s racional'noj spektral'noj plotnost'yu. Izuchaet\-sya, po metodu A.M. Yagloma, vid spektral'noj harakteristiki najluchshej nesmeshchennoj ocenki srednego znacheniya polya $\eta$ po izvestnym znacheniyam etogo polya na pryamogol'nike.

Classification (MSC2000): 60G60

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Electronic fulltext finalized on: 2 Nov 2001. This page was last modified: 16 Nov 2001.

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