Linear approximation of random processes and sampling design problems
Spline approximation of a random process based on \(n\) observations and derivatives of the process is considered. The Hermite spline interpolation of locally stationary processes and the best approximation order for Hölder's classes of random processes are studied in detail. The quality of the approximation is measured by integrated or maximal quadratic mean error. The sequence of designs for Hermite interpolation splines with asymptotically optimal properties is found. The proposed approach can also be applied to numerical integration and differentiation.NEWLINENEWLINEFor the entire collection see [Zbl 0968.00043].
- Sampling designs for estimating integrals of stochastic processes
- On convergence of the uniform norms for Gaussian processes and linear approximation problems
- Piecewise linear approximation methods with stochastic sampling sites
- Sampling designs for estimation of a random process
- Spline approximation of random processes and design problems
- On certain extremal problems in the theory of approximation of random processes.
- On interpolation of smooth processes and functions
- On Sampling Designs for Integral Estimation of a Random Process
- Approximation of a random process with variable smoothness
- Spline approximation of a random process with singularity
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