On the nonparametric estimation of covariance functions
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Publication:1896256
DOI10.1214/aos/1176325774zbMath0828.62036OpenAlexW1967801999MaRDI QIDQ1896256
Nicholas I. Fisher, Branka Hoffmann, Hall, Peter
Publication date: 21 August 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325774
correlationconvergence rateskernel estimatorsvariogramvariancecovariance estimationstationary stochastic processpositive semidefiniteness property
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)
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