Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (Q2040942)

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Nonparametric estimation for i.i.d. Gaussian continuous time moving average models
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    Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (English)
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    15 July 2021
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    continuous time moving average
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    Gaussian processes
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    model selection
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    nonparametric estimation
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    projection estimators
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