Fast adaptive Fourier integration for spectral densities of Gaussian processes

DOI10.1007/s11222-024-10519-0MaRDI QIDQ6657828

Paul G. Beckman, Christopher J. Geoga

Publication date: 7 January 2025

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

covariance functionGaussian processlong-memory processquadraturenonuniform fast Fourier transform

Mathematics Subject Classification ID

Gaussian processes (60G15) Computational methods for problems pertaining to probability theory (60-08) Numerical methods for discrete and fast Fourier transforms (65T50)

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