Joint non-parametric estimation of mean and auto-covariances for Gaussian processes

DOI10.1016/J.CSDA.2022.107519OpenAlexW4229005327WikidataQ114191823 ScholiaQ114191823MaRDI QIDQ2143035

Francisco Rosales, Karolina Klockmann, Paulo Serra, Tatyana Krivobokova

Publication date: 30 May 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.06948

zbMATH Keywords

empirical Bayesstationary processspectral densityDemmler-Reinsch basis

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

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