Nonparametric covariance estimation with shrinkage toward stationary models (Q6601108)
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scientific article; zbMATH DE number 7909809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric covariance estimation with shrinkage toward stationary models |
scientific article; zbMATH DE number 7909809 |
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Nonparametric covariance estimation with shrinkage toward stationary models (English)
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10 September 2024
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autoregression
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Cholesky decomposition
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covariance function
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functional ANOVA model
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stationary model
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