Non parametric estimation of smooth stationary covariance functions by interpolation methods

DOI10.1007/S11203-007-9014-ZzbMATH Open1204.62148OpenAlexW2051124955MaRDI QIDQ623485FDOQ623485

Christine Thomas-Agnan, Olivier Perrin, S. N. Elogne

Publication date: 5 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-007-9014-z

zbMATH Keywords

covariance estimationgeostatisticsstationary processespositive definitespline interpolation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Cites Work

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Cited In (6)

• Estimation of Systematic and Spatially Correlated Components of Random Signals from Repeated Measurements: Application to Contrast Enhanced Computer Tomography Measurements
• Adaptive covariance estimation with model selection
• On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
• On the nonparametric estimation of covariance functions
• Nonparametric estimation of covariance functions by model selection
• Nonparametric autocovariance estimation from censored time series by Gaussian imputation

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