Quadrature of smooth stochastic processes (Q583717)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4133236
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quadrature of smooth stochastic processes |
scientific article; zbMATH DE number 4133236 |
Statements
Quadrature of smooth stochastic processes (English)
0 references
1991
0 references
The integral of a stochastic process is estimated by means of classical quadrature formulae. On contrast to certain conventional methods, knowledge of covariances is not required, and no regularity conditions are assumed. Explicit error representations and error bounds with respect to the \(L^ p\)-norm are established.
0 references
estimation of multilinear functionals
0 references
sampling design
0 references
quadrature formulae
0 references
0.8257933259010315
0 references
0.8226349949836731
0 references
