A matrix-valued Schoenberg's problem and its applications (Q6177616)

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scientific article; zbMATH DE number 7790355
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A matrix-valued Schoenberg's problem and its applications
scientific article; zbMATH DE number 7790355

    Statements

    A matrix-valued Schoenberg's problem and its applications (English)
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    17 January 2024
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    cross-variogram
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    Gaussian processes
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    matrix-valued positive definite kernels
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    multivariate fractional Brownian motion
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    multivariate Ornstein-Uhlenbeck process
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    multivariate processes
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    positive definite function
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    stationary time-series
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