Gaussian processes for time-series modelling
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Publication:2955475
DOI10.1098/RSTA.2011.0550zbMath1353.62103OpenAlexW2095654324WikidataQ44659106 ScholiaQ44659106MaRDI QIDQ2955475
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Publication date: 13 January 2017
Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.2011.0550
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Nonparametric estimation (62G05) Bayesian inference (62F15)
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