View source: R/estimate_parameters.R
estimate_var | R Documentation |
This function performs an estimation of Var(X_{t_0}) used for the estimation of the bandwidth for the mean and the covariance by a univariate kernel regression estimator.
estimate_var(curves_smooth)
curves_smooth |
List, resulting from the |
Numeric, estimation of the variance at t_0.
S. Golovkine, N. Klutchnikoff and V. Patilea (2021) - Adaptive optimal estimation of irregular mean and covariance functions.
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