Predicting integrals of diffusion processes

DOI10.1016/S0378-3758(00)00121-XzbMath0958.62092MaRDI QIDQ1591279

Montserrat Fuentes

Publication date: 8 April 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

numerical integration; diffusion process; infill asymptotics; fixed-domain asymptotics

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M40: Random fields; image analysis

41A25: Rate of convergence, degree of approximation

Related Items

Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)

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