Uniform reconstruction of Gaussian processes
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Publication:1275934
DOI10.1016/S0304-4149(97)00036-7zbMATH Open0912.60053MaRDI QIDQ1275934FDOQ1275934
Thomas Müller-Gronbach, Klaus Ritter
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
reproducing kernel Hilbert spaceBrownian motionregular sequenceuniform normSacks-Ylvisaker conditionsasymptotically optimal designs
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Cited In (10)
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- The optimal uniform approximation of systems of stochastic differential equations
- Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.
- Assessing the number of mean square derivatives of a Gaussian process
- Global smoothness estimation of a Gaussian process from general sequence designs
- Estimating the order of mean-square derivatives with quadratic variations
- Estimation of number of the derivatives of a Gaussian process
- Hyperbolic cross designs for approximation of random fields
- Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields
- On convergence of the uniform norms for Gaussian processes and linear approximation problems
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