On the nonparametric estimation of covariance functions
From MaRDI portal
Publication:1896256
DOI10.1214/aos/1176325774zbMath0828.62036MaRDI QIDQ1896256
Hall, Peter, Nicholas I. Fisher, Branka Hoffmann
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
correlation; convergence rates; kernel estimators; variogram; variance; covariance estimation; stationary stochastic process; positive semidefiniteness property
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
Related Items
On cramér-von mises tests of goodness of fit with censored data, Properties of nonparametric estimators of autocovariance for stationary random fields