Mixed moving average field guided learning for spatio-temporal data
From MaRDI portal
Cites work
- A Bernstein-type inequality for some mixing processes and dynamical systems with an application to learning
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A central limit theorem for stationary random fields
- A new covariance inequality and applications.
- A Spatiotemporal Auto-Regressive Moving Average Model for Solar Radiation
- A theory of the learnable
- About the Berry-Esseen theorem for weakly dependent sequences
- Aggregation for Gaussian regression
- Ambit stochastics
- Asymptotic evaluation of certain Markov process expectations for large time—III
- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes
- Causal inference in statistics. A primer
- Causal Inference Using Potential Outcomes
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
- Fast rates for general unbounded loss functions: from ERM to generalized Bayes
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
- scientific article; zbMATH DE number 3143969 (Why is no real title available?)
- scientific article; zbMATH DE number 5544465 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 1391397 (Why is no real title available?)
- scientific article; zbMATH DE number 7272386 (Why is no real title available?)
- scientific article; zbMATH DE number 6283558 (Why is no real title available?)
- scientific article; zbMATH DE number 3034028 (Why is no real title available?)
- Inference and forecasting for continuous-time integer-valued trawl processes
- Integer-valued trawl processes: a class of stationary infinitely divisible processes
- Introduction to strong mixing conditions. Vol. 3.
- Joint composite estimating functions in spatiotemporal models
- Lévy-based modelling in brain imaging
- Lévy-based spatial-temporal modelling, with applications to turbulence
- Minimum complexity regression estimation with weakly dependent observations
- Mixing: Properties and examples
- Model selection for weakly dependent time series forecasting
- Moment based estimation of supOU processes and a related stochastic volatility model
- Moment inequalities for sums of weakly dependent random fields
- Multivariate supOU processes
- On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Prediction of time series by statistical learning: general losses and fast rates
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Probability Inequalities for Sums of Bounded Random Variables
- Probability-1
- Simpler PAC-Bayesian bounds for hostile data
- Some Limit Theorems for Stationary Processes
- Space and space-time modeling using process convolutions
- Space–Time Covariance Functions
- Spatial Data Science
- Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
- Spectral representations of infinitely divisible processes
- Statistical inference for max-stable processes in space and time
- Statistics for spatio-temporal data
- Structural risk minimization over data-dependent hierarchies
- Superposition of Ornstein-Uhlenbeck type processes
- Turbulence, coherent structures, dynamical systems and symmetry.
- User-friendly Introduction to PAC-Bayes Bounds
- Weak dependence and GMM estimation of supOU and mixed moving average processes
This page was built for publication: Mixed moving average field guided learning for spatio-temporal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7034290)
