Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift (Q538129)
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scientific article; zbMATH DE number 5899160
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| English | Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift |
scientific article; zbMATH DE number 5899160 |
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Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift (English)
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23 May 2011
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Loewner ordering
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optimal design
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prediction
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Wiener process
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0.7884286642074585
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0.7697428464889526
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0.7566314935684204
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0.7431734204292297
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0.7337365746498108
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