Estimating Functionals of a Stochastic Process

DOI10.2307/1427869MaRDI QIDQ4339349zbMATH OpenOpenAlexFDO

Authors Jacques Istas, Catherine Larédo

Publication date 18 February 1998

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

Full work available at URL https://doi.org/10.2307/1427869

zbMATH Keywords

waveletsdiscrete samplingsecond-order processsmooth processfunctionals estimation

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Optimal statistical designs (62K05) Signal detection and filtering (aspects of stochastic processes) (60G35) General second-order stochastic processes (60G12) Numerical interpolation (65D05)

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(14)

• Estimation of the local regularity index of a sample path
• Pathwise estimation of the stochastic functional Kolmogorov-type system
• Estimation of the structural expectation of a stochastic function
• Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model
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• Spatial adaption for predicting random functions
• Global smoothness estimation of a Gaussian process from general sequence designs
• scientific article; zbMATH DE number 4135147 (Why is no real title available?)
• Stepwise sampling procedure for estimating random averages
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• Minimax results for estimating integrals of analytic processes
• Partial derivative estimation for underlying functional-valued process in a unified framework
• Estimation d’intégrales de processus multi-fractionnaires
• Estimation of regression coefficients in case of differentiable error processes

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