Global smoothness estimation of a Gaussian process from general sequence designs
From MaRDI portal
Publication:405335
DOI10.1214/14-EJS925zbMath1298.62141arXiv1211.2763MaRDI QIDQ405335
Publication date: 5 September 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.2763
divided differences; locally stationary process; inference for Gaussian processes; quadratic variations; unevenly spaced data
62F12: Asymptotic properties of parametric estimators
60G15: Gaussian processes
62M09: Non-Markovian processes: estimation
62M05: Markov processes: estimation; hidden Markov models
60G17: Sample path properties
65D05: Numerical interpolation
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