Assessing the number of mean square derivatives of a Gaussian process
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Cites work
- scientific article; zbMATH DE number 3572966 (Why is no real title available?)
- A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
- A New Limit Theorem for Stochastic Processes with Gaussian Increments
- A Strong Limit Theorem for Gaussian Processes
- A note on the prediction error for small time lags into the future (Corresp.)
- Accurate rates of density estimators for continuous-time processes
- Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\)
- Average-case analysis of numerical problems
- Inference for Observations of Integrated Diffusion Processes
- Integration of covariance kernels and stationarity
- Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments
- Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
- On the asymptotic variance of the continuous-time kernel density estimator
- Optimal designs for approximating the path of a stochastic process
- Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)
- Optimal sampling for density estimation in continuous time
- Prediction of level crossings for normal processes containing deterministic components
- Quadratic variations and estimation of the local Hölder index of a Gaussian process
- Spatial adaption for predicting random functions
- Spline approximation of random processes and design problems
- Uniform reconstruction of Gaussian processes
Cited in
(6)- Multi-fidelity Gaussian process modeling with boundary information
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- Comments on: Dynamic relations for sparsely sampled Gaussian processes
- The effect of the regularity of the error process on the performance of kernel regression estimators
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