Kernel Autocovariance Operators of Stationary Processes: Estimation and Convergence.
Mattes MollenhauerStefan KlusChristof SchüttePéter KoltaiPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- kernel density estimation
- non stationary
- kernel density
- feature space
- estimation accuracy
- kernel function
- kernel methods
- estimation error
- robust estimation
- maximum likelihood estimation
- convergence rate
- support vector
- web services
- accurate estimation
- parameter estimation
- kernel regression
- initial guess
- convolution kernel
- multiscale