Comments on: Dynamic relations for sparsely sampled Gaussian processes
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Publication:619160
DOI10.1007/S11749-009-0182-6zbMath1203.62143OpenAlexW4245861484MaRDI QIDQ619160
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-009-0182-6
Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
Cites Work
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- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Assessing the number of mean square derivatives of a Gaussian process
- Thresholding projection estimators in functional linear models
- Conditional Functional Principal Components Analysis
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