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-Ho¨lder type (Lipschitzian) on [-d, d]. Functional properties for the mapping ε(t) := E ...
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-Ho¨lder type (Lipschitzian) on [-d, d]. Functional properties for the mapping ε(t) := E [(X ̄ - X(t))^(2)] , t ∈ [0,d] , are also given.