A locally correlated process and its applications in Bayesian estimation

DOI10.1006/JMVA.1994.1018zbMath0793.62046OpenAlexW2052829909MaRDI QIDQ1323853

Guanghan Liu

Publication date: 3 August 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1018

zbMATH Keywords

kernel smoothinglocal convergencemean square convergenceBayes estimatecubic smoothing splinesuniversal kriging\(B\)-spline basesaverage square erroradditive noise signal modellocal correlation functionslocal integration of a Wiener process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Stationary stochastic processes (60G10)

This page was built for publication: A locally correlated process and its applications in Bayesian estimation