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We consider the problem of positive-semidefinite continuation: extending a partially specified covariance kernel from a subdomain $\Omega$ of a rectangular domain $I\times I$ to a covariance kernel on the entire domain $I\times I$. For a broad class
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1ba3b207e198bad821af857f083e9ff9
