Stepwise sampling procedure for estimating random averages
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Publication:1780712
DOI10.1016/j.crma.2005.03.003zbMath1061.62128MaRDI QIDQ1780712
Publication date: 13 June 2005
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2005.03.003
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Cites Work
- Sampling designs for estimating integrals of stochastic processes
- Predicting integrals of stochastic processes
- An error analysis for the numerical calculation of certain random integrals. I
- Approximating integrals of stochastic processes: extensions
- Estimating Functionals of a Stochastic Process
- Designs for Regression Problems with Correlated Errors