Kernel autocovariance operators of stationary processes: Estimation and convergence.
Mattes MollenhauerStefan KlusChristof SchüttePéter KoltaiPublished in: CoRR (2020)
Keyphrases
- support vector
- non stationary
- initial guess
- data sets
- parzen window
- kernel density estimation
- maximum likelihood estimation
- estimation algorithm
- loss function
- kernel methods
- computational models
- kernel function
- robust estimation
- morphological operators
- accurate estimation
- estimation accuracy
- parameter estimation
- building blocks
- feature space