Approximating integrals of stochastic processes: extensions

DOI10.1239/JAP/1032438380MaRDI QIDQ4248121zbMATH OpenOpenAlexFDO

Authors Karim Benhenni

Publication date 9 November 1999

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1032438380

zbMATH Keywords

Riemann zeta functionrate of convergenceEuler-MacLaurin formulasampling designs

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Approximate quadratures (41A55) Rate of convergence, degree of approximation (41A25)

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Cited in

(17)

• Predicting integrals of diffusion processes
• L^p-loss and limit distribution for predicting integrals of some non-Gaussian second order processes
• Global smoothness estimation of a Gaussian process from general sequence designs
• Adjusted Euler--MacLaurin Predictor for Integrating Smooth Spatial Processes
• Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)
• Predicting integrals of stochastic processes
• Optimal and Robust Designs for Estimating the Concentration Curve and the AUC
• Some Extensions of Preinvexity for Stochastic Processes
• Stepwise sampling procedure for estimating random averages
• Minimax results for estimating integrals of analytic processes
• The effect of the regularity of the error process on the performance of kernel regression estimators
• Estimation d’intégrales de processus multi-fractionnaires
• Estimation of regression coefficients in case of differentiable error processes
• Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
• Quantitative approximation of certain stochastic integrals
• On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials
• scientific article; zbMATH DE number 758230 (Why is no real title available?)

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