A sieve estimator for the covariance of a Gaussian process
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Publication:1116251
DOI10.1214/aos/1176350825zbMath0665.62089OpenAlexW1970379885MaRDI QIDQ1116251
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350825
Gaussian processmeanweak consistencycovariancemaximum likelihood estimatorssieve estimatorstrong consistencyreproducing kernel Hilbert spaceasymptotic unbiasednessGaussian dichotomy theoremmean-square consistency
Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Continuity and singularity of induced measures (60G30)
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