Assessing the number of mean square derivatives of a Gaussian process
DOI10.1016/J.SPA.2007.10.011zbMATH Open1151.60324OpenAlexW1964277034MaRDI QIDQ952829FDOQ952829
Publication date: 14 November 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2007.10.011
[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+regularity&go=Go H��lder regularity]regular sequencesinference for Gaussian processespiecewise Lagrange interpolation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Sample path properties (60G17) Rate of convergence, degree of approximation (41A25)
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Cited In (5)
- Multi-fidelity Gaussian process modeling with boundary information
- Global smoothness estimation of a Gaussian process from general sequence designs
- Estimating the order of mean-square derivatives with quadratic variations
- 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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