Browsing by Author "Klockmann, Karolina"
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Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
Krivobokova, Tatyana; Serra, Paulo; Rosales, Francisco; Klockmann, Karolina (Elsevier , 2022-05-05 )Gaussian processes that can be decomposed into a smooth mean function and a stationary autocorrelated noise process are considered and a fully automatic nonparametric method to simultaneous estimation of mean and auto-covariance ...acceso abierto