FURTHER BOUNDS FOR THE ESTIMATION ERROR VARIANCE OF A CONTINUOUS STREAM WITH STATIONARY VARIOGRAM

  • DRAGOMIR, S.S. (School of Communications and Informatics Victoria University of Technology) ;
  • BARNETT, N.S. (School of Communications and Informatics Victoria University of Technology) ;
  • GOMM, I.S. (School of Communications and Informatics Victoria University of Technology)
  • Published : 2000.06.30

Abstract

In this paper we establish an upper bound for the estimation error variance of a continuous stream with a stationary variogram V which is assumed to be of the r-Holder type (Lipschitzian) on [-d, d]. Functional properties for the mapping ${\xi}(t):=E[(X-X(t))^2]$, $t{\in}[0,d]$, are also given.