Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346)
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scientific article; zbMATH DE number 7285917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments |
scientific article; zbMATH DE number 7285917 |
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Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (English)
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15 December 2020
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Gaussian processes
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semi-parametric estimation
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quadratic variations
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scale covariance parameter
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asymptotic normality
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moment method
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minimax upper bounds
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aggregation of estimators
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