论文标题
广义的HERMITE过程:回火,属性和应用
Generalized Hermite process: tempering, properties and applications
论文作者
论文摘要
在这项工作中,我们通过在广义HERMITE过程的时域表示中修改内核来介绍一个新过程。这种修改是通过在过程的时间定义中通过指数回火因子λ> 0乘法构建的,从而可以很好地定义此新过程。研究了该过程的几种属性,还提供了非参数回归的应用。
In this work, we introduce a new process by modifying the kernel in the time domain representation of the generalized Hermite process. This modification is constructed by means of multiplication of the kernel in the time definition of the process by an exponential tempering factor λ > 0 such that this new process is well defined. Several properties of the process are studied and an application to non-parametric regression is also given.