Sampling designs for estimation of a random process

DOI10.1016/0304-4149(93)90085-IzbMath0771.62065MaRDI QIDQ1802318

Yingcai Su, Stamatis Cambanis

Publication date: 21 July 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

integrated mean square errorbest linear unbiased estimatorBLUEeffect of the meaninterpolation of random processesnonparametric linear interpolator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Design of statistical experiments (62K99) Non-Markovian processes: estimation (62M09)

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• Some integral equations with 'nonrational' kernels