Efficient eigenvalue approximation in covariance operators via Rayleigh-Ritz with statistical applications

DOI10.1007/S00362-025-01751-5MaRDI QIDQ6912378zbMATH OpenFDO

Authors Bruno Ebner, M. D. Jiménez-Gamero, B. Milošević

Publication date 22 October 2025

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

Gaussian processesstatisticseigenvaluesRayleigh-Ritz methodcovariance operator

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Estimation in multivariate analysis (62H12)

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