Pierwsze dwa momenty oceny wariogramu

Abstract

In this article we deal with theoretical bases of geostatistic which have employment in research of time series. Let we have stationary random process, defined on R, with expected value equal 0, given covariance function and spectral density. For this process we define variogram function and prove two theorems about variogram estimator property Key words: variogram function, spatially variable data, modelling semivariograms, geostatistical methods