Assessing the number of mean square derivatives of a Gaussian process

DOI10.1016/j.spa.2007.10.011zbMath1151.60324OpenAlexW1964277034MaRDI QIDQ952829

Céline Vial, Delphine Blanke

Publication date: 14 November 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.10.011

zbMATH Keywords

Hölder regularityregular sequencesinference for Gaussian processespiecewise Lagrange interpolation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Sample path properties (60G17) Rate of convergence, degree of approximation (41A25)

Related Items (4)

The effect of the regularity of the error process on the performance of kernel regression estimators ⋮ Comments on: Dynamic relations for sparsely sampled Gaussian processes ⋮ Global smoothness estimation of a Gaussian process from general sequence designs ⋮ Estimating the order of mean-square derivatives with quadratic variations

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