{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1807064","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1807064","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q1807064","kernelVersion":"v1","immutable":true,"modified":"2025-12-25T14:33:14Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q1807064","name":"Adaptive covariance estimation of locally stationary processes","headline":"Adaptive covariance estimation of locally stationary processes","description":"scientific article; zbMATH DE number 1359507","url":"https://portal.mardi4nfdi.de/entity/Q1807064","datePublished":"1999-11-09","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q1655390"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1340694"},{"@id":"https://portal.mardi4nfdi.de/entity/Q581029"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q60819"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1214/AOS/1030563977","url":"https://doi.org/10.1214/AOS/1030563977"},"sameAs":["https://doi.org/10.1214/AOS/1030563977"],"comment":"Let \\(X(t)\\) be a real-valued zero-mean process with covariance \\(R(t,s)= EX(t)X(s)\\). The covariance operator is defined for any \\(f\\in L^2(R)\\) by  \\[ Tf(t)= \\int^\\infty_{-\\infty} R(t,s)f(s)ds. \\]  It is shown that the covariance operator of a locally stationary process has approximate eigenvectors that are local cosine functions. The problem of estimation of covariance operators with a ``best'' basis search is treated. Fast numerical algorithms and their application to examples of locally stationary processes are described.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q4541195"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3984484"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1364616"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3971134"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4896128"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1355167"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4283391"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4023965"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1355168"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1337097"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5647776"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5521155"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4870532"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4275218"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1815715"}]},"provenance":{"prov:generatedAtTime":"2025-12-25T14:33:14Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}