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Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm.
Kyo-Shin Hwang
Sungchul Lee
Published in:
Comput. Math. Appl. (2007)
Keyphrases
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gaussian processes
limit theorems
gaussian process
gaussian process regression
heavy traffic
covariance function
search space
hyperparameters
gaussian process models
special case
model selection
error rate
multi task