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Choix d'une covariance pour la prdiction par krigeage de sries  (Make Corrections)  
chronologiques chantillonnes irrgulirement Emmanuel VAZQUEZ, ric WALTER Dpt. ...



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Abstract: Continuous-time Gaussian processes make it possible to model irregularly sampled time series. The prediction of future values is a problem of extrapolation, which can in this context be addressed with the tools of Kriging. The issue considered here is the choice of the covariance to be used by the Kriging predictor. Positive linear combinations of elementary covariances are employed in order to improve modelling and predictive performance in complex cases where a simple classical covaraiance is ... (Update)

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BibTeX entry:   (Update)

@misc{ irrgulirement-choix,
  author = "Chronologiques Chantillonnes Irrgulirement",
  title = "Choix D'une Covariance Pour La Prdiction Par Krigeage De Sries",
  url = "citeseer.ist.psu.edu/732502.html" }
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470   Spline Models for Observational Data (context) - Wahba - 1990
272   Time Series: Theory and Methods (context) - Brockwell, Davis - 1987
41   Correlation Theory of Stationary and Related Random Function.. (context) - Yaglom - 1986
23   Principles of geostatistics (context) - Matheron - 1963
21   Interpolation of Spatial Data: Some Theory for Kriging (context) - Stein - 1999
15   Recovery of inter-block information when block sizes are une.. (context) - Patterson, Thompson - 1971
11   Bayesian inference for variance components using only the er.. (context) - Harville - 1974
3   Geostatistics: Modeling Spatial Uncertainty (context) - Chils, Delfiner - 1999
1   The intrinsic random functions (context) - Matheron - 1973
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