Elucidating appealing features of differentiable auto-correlation functions: A study on the modified exponential kernel - Faes, Matthias G.R.; Broggi, Matteo; Spanos, Pol D.; Beer, Michael (Probabilistic engineering mechanics, 2022)
Keywords: Autocorrelation; Autocorrelation functions; Autoregressive processes; Convergence analysis; Correlation analysis; Kernels; Markov analysis; Markov processes; Partial differential equations; Random field; Representations; Series expansion; Stochastic analysis; Stochastic models; Stochastic processes; Random field; Stochastic analysis; Autocorrelation; Convergence analysis