Predicting integrals of diffusion processes
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Publication:1591279
DOI10.1016/S0378-3758(00)00121-XzbMath0958.62092MaRDI QIDQ1591279
Publication date: 8 April 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Rate of convergence, degree of approximation (41A25)
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Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)
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