Predicting integrals of stochastic processes (Q1894622)
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English | Predicting integrals of stochastic processes |
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Predicting integrals of stochastic processes (English)
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10 August 1995
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design of time series experiments
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Riemann zeta function
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fractional Brownian motion
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linear predictors
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mean squared error
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prediction
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optimal quadrature rules
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median sampling
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