Sampling designs for estimation of a random process
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Cites work
- scientific article; zbMATH DE number 3190838 (Why is no real title available?)
- Asymptotic distributions of minimum norm quadratic estimators of the covariance function of a Gaussian random field
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Designs for Regression Problems with Correlated Errors
- Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function
- Some integral equations with 'nonrational' kernels
- Time series in the time domain
Cited in
(33)- Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
- Stepwise estimation of random processes
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields
- scientific article; zbMATH DE number 3962940 (Why is no real title available?)
- Robust sampling designs for a possibly misspecified stochastic process
- Spline approximation of random processes and design problems
- Uniform reconstruction of Gaussian processes
- Spatial adaption for predicting random functions
- Sampling designs for estimating integrals of stochastic processes
- Some design properties of a rejective sampling procedure
- The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
- On Sampling Designs for Integral Estimation of a Random Process
- Hyperbolic cross designs for approximation of random fields
- Optimal designs for approximating the path of a stochastic process
- Piecewise-multilinear interpolation of a random field
- Optimal approximation of stochastic differential equations by adaptive step-size control
- scientific article; zbMATH DE number 7377412 (Why is no real title available?)
- A NOTE ON SAMPLING DESIGNS FOR RANDOM PROCESSES WITH NO QUADRATIC MEAN DERIVATIVE
- Stepwise sampling procedure for estimating random averages
- Inhibitory geostatistical designs for spatial prediction taking account of uncertain covariance structure
- Spline approximation of a random process with singularity
- On optimal allocations for estimating the surface of a random field
- Stochastic structure of asymptotic quantization errors
- Spatial sampling design for parameter estimation of the covariance function
- The optimal discretization of stochastic differential equations
- Kernel estimators for the mean function of a stochastic process under sparse design conditions
- The effect of the regularity of the error process on the performance of kernel regression estimators
- Estimating random integrals from noisy observations: sampling designs and their performance
- Estimation of regression coefficients in case of differentiable error processes
- Spatial sampling design using generalized Neyman-Scott process
- scientific article; zbMATH DE number 4186929 (Why is no real title available?)
- Exactly optimal sampling designs for processes with a product covariance structure
- On convergence of the uniform norms for Gaussian processes and linear approximation problems
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