Abstract
(Semi)Variograms are usually discussed in the framework of stationary or intrinsically stationary processes. We retell here this piece of theory in the setting of generic Gaussian vectors and of Gaussian vectors with constant variance. We show how to reparametrize the distribution as a function of the variogram and how to characterise all the Gaussian distribution with a given variogram.
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Acknowledgments
G. Pistone is supported by the de Castro Statistics Initiative, Collegio Carlo Alberto, and is a member of GNAMPA–INdAM.
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Pistone, G., Vicario, G. (2016). A Note on Semivariogram. In: Di Battista, T., Moreno, E., Racugno, W. (eds) Topics on Methodological and Applied Statistical Inference. Studies in Theoretical and Applied Statistics(). Springer, Cham. https://doi.org/10.1007/978-3-319-44093-4_17
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DOI: https://doi.org/10.1007/978-3-319-44093-4_17
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