Quadrature of smooth stochastic processes (Q583717)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadrature of smooth stochastic processes |
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Quadrature of smooth stochastic processes (English)
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1991
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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.
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estimation of multilinear functionals
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sampling design
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quadrature formulae
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