Estimating random integrals from noisy observations: sampling designs and their performance

DOI10.1109/18.2609MaRDI QIDQ3817478zbMATH OpenOpenAlexFDO

Authors Stamatis Cambanis, James A. Bucklew

Publication date 1988

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL http://digital.library.wisc.edu/1793/9784

zbMATH Keywords

additive independent noisecontinuous correlation functionsmean square errornonlinear distortion with noiseoptimal rates of convergencequantization noisesampling designweighted integral of a random processWiener-Hopf equation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Communication, information (94A99)

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(8)

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• Sampling designs for regression coefficient estimation with correlated errors
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• On Sampling Designs for Integral Estimation of a Random Process
• Quasi-random sampling for estimation of integrals of random fields
• Nonparametric estimation of the regression function from quantized observations

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