Gaussian processes; approximation theory; covariance matrices; eigenvalues and eigenfunctions; smoothing methods; vectors; Gaussian process regression; Nadaraya-Watson kernel smoothing; covariance function; covariance matrix; eigenvalues; eigenvectors; kernel covariance series smoothing; low-rank approximation; multivariate vector; sequential random process; series truncation; Approximation methods; Covariance matrices; Eigenvalues and eigenfunctions; Estimation; Kernel; Noise measurement; Smoothing methods; Covariance function; de-noising; eigendecomposition; kernel smoother; low rank; orthonormal basis; regression;
机译:函数时间序列长期协方差的核估计的渐近正态性
机译:EXSSA:通过协方差特征值的指数平滑,基于SSA的时间序列重建
机译:用于测量时间序列相似性的多尺度平滑核
机译:内核协方差序列平滑
机译:三篇关于偏差校正核方法的论文,用于估计安全收益的综合协方差。
机译:流形上的扩散核平滑和小波的统一热核回归及其在CT图像下颌骨生长建模中的应用
机译:函数时间序列长期协方差的核估计的渐近正态性