Multivariate Gaussian processes: definitions, examples and applications

DOI10.1007/s40300-023-00238-3MaRDI QIDQ6078581

Zexun Chen, Jun Fan, Kuo Wang

Publication date: 27 September 2023

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

Brownian motionGaussian processGaussian measuremultivariate Gaussian processmultivariate Gaussian distributionmatrix-variate Gaussian distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Brownian Motion, Martingales, and Stochastic Calculus
• Gaussian Processes and Gaussian Measures

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