Assessing the number of mean-square derivatives of a Gaussian process

Abstract

We consider a real Gaussian process X with unknown smoothness r0 ∈ N0 where the mean-square derivative X(r0) is supposed to be Hölder continuous in quadratic mean. First from selected sampled observations, we study reconstruction of X(t), t ∈ [0, 1] with X̃r(t), a piecewise polynomial interpolation of degree r ≥ 1. We show that the mean-square error of the… (More)

Topics

Figures and Tables

Sorry, we couldn't extract any figures or tables for this paper.

Slides referencing similar topics