Pages that link to "Item:Q1896256"
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The following pages link to On the nonparametric estimation of covariance functions (Q1896256):
Displaying 50 items.
- Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
- Estimation of low-rank covariance function (Q335675) (← links)
- Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling (Q394099) (← links)
- On nonparametric variogram estimation (Q457315) (← links)
- Nonparametric estimation of spatial and space-time covariance function (Q486092) (← links)
- Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data (Q520392) (← links)
- Non parametric estimation of smooth stationary covariance functions by interpolation methods (Q623485) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- Recent developments in complex and spatially correlated functional data (Q783297) (← links)
- Krigings over space and time based on latent low-dimensional structures (Q829391) (← links)
- Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data (Q860333) (← links)
- Properties of spatial cross-periodograms using fixed-domain asymptotics (Q953857) (← links)
- Data-driven neighborhood selection of a Gaussian field (Q962389) (← links)
- Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
- Optimal stochastic discrete time-frequency analysis in the ambiguity and time-lag domain (Q985540) (← links)
- Empirical stationary correlations for semi-supervised learning on graphs (Q993236) (← links)
- On invariant parametric covariance families (Q1193390) (← links)
- Parametric covariance models for shock-induced stochastic processes (Q1298942) (← links)
- Properties of nonparametric estimators of autocovariance for stationary random fields (Q1333576) (← links)
- Local linear regression estimation of the variogram. (Q1423136) (← links)
- Nonparametric kernel estimation of an isotropic variogram. (Q1427798) (← links)
- On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters (Q1600713) (← links)
- Nonparametric operator-regularized covariance function estimation for functional data (Q1615269) (← links)
- Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination (Q1621207) (← links)
- Statistical inference for spatial statistics defined in the Fourier domain (Q1750275) (← links)
- On the estimation of the covariance of the continuous multiplicative systems (Q1763965) (← links)
- Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices (Q1874120) (← links)
- Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process (Q1931831) (← links)
- Dependent functional data (Q1952694) (← links)
- On the theory of continuous time series (Q2018714) (← links)
- Estimations of singular functions of kernel cross-covariance operators (Q2029807) (← links)
- Simultaneous confidence band for stationary covariance function of dense functional data (Q2293548) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- On the relationship of non-parametric methods for coherence function estimation (Q2377850) (← links)
- Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments (Q2456014) (← links)
- Asymptotic normality of the Nadaraya-Watson semivariogram estimators (Q2477586) (← links)
- Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
- Confidence estimation of the covariance function of stationary and locally stationary processes (Q3024664) (← links)
- (Q3341709) (← links)
- A Modified Nonparametric Prewhitened Covariance Estimator (Q3411054) (← links)
- Estimation of Systematic and Spatially Correlated Components of Random Signals from Repeated Measurements: Application to Contrast Enhanced Computer Tomography Measurements (Q3460277) (← links)
- Nonparametric spatial prediction under stochastic sampling design (Q3569205) (← links)
- A Kernel Variogram Estimator for Clustered Data (Q3608250) (← links)
- Nonparametric autocovariance estimation from censored time series by Gaussian imputation (Q3611829) (← links)
- Isotropic Spectral Additive Models of the Covariogram (Q3631471) (← links)
- (Q4311617) (← links)
- NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION (Q4391380) (← links)
- Local Estimation of Age‐Dependent Variance Components from Longitudinal Twin Data (Q4667479) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
