Finite covariance functions
Fernando Sansò, Wolf‐Dieter Schuh
Abstract
Fernando Sansò, Wolf‐Dieter Schuh
Abstract
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Key concepts: Covariance intersection, Covariance, Covariance function, Rational quadratic covariance function, Matérn covariance function, Covariance mapping, Law of total covariance, Estimation of covariance matrices