Non parametric estimation of smooth stationary covariance functions by interpolation methods
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Publication:623485
DOI10.1007/s11203-007-9014-zzbMath1204.62148OpenAlexW2051124955MaRDI QIDQ623485
S. N. Elogne, Christine Thomas-Agnan, Olivier Perrin
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-007-9014-z
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Cites Work
- Positive definite functions and generalizations, an historical survey
- Properties of nonparametric estimators of autocovariance for stationary random fields
- Variogram fitting with a general class of conditionally nonnegative definite functions
- On the nonparametric estimation of covariance functions
- Spline approximation of random processes and design problems
- Mathematical Considerations in the Estimation of Spectra
- Polynomial Interpolation of Randomly Sampled Bandlimited Functions and Processes
- Simulation and Approximation of Stochastic Processes by Spline Functions
- Non-parametric covariance estimation from irregularly-spaced data
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