Sampling designs for estimation of a random process

DOI10.1016/0304-4149(93)90085-IzbMATH Open0771.62065MaRDI QIDQ1802318FDOQ1802318

Publication date: 21 July 1993

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

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scientific article; zbMATH DE number 1944349

zbMATH Keywords

BLUE best linear unbiased estimator integrated mean square error effect of the mean interpolation of random processes nonparametric linear interpolator

Mathematics Subject Classification ID

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

Cites Work

Design and analysis of computer experiments. With comments and a rejoinder by the authors
Time series in the time domain
Designs for Regression Problems with Correlated Errors
Some integral equations with 'nonrational' kernels
Title not available (Why is that?)
Asymptotic distributions of minimum norm quadratic estimators of the covariance function of a Gaussian random field
Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function

Cited In (33)

Title not available (Why is that?)
Robust sampling designs for a possibly misspecified stochastic process
Optimal sampling designs for nonparametric estimation of spatial averages of random fields
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
On Sampling Designs for Integral Estimation of a Random Process
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
Hyperbolic cross designs for approximation of random fields
Piecewise-multilinear interpolation of a random field
Optimal designs for approximating the path of a stochastic process
Optimal approximation of stochastic differential equations by adaptive step-size control
Title not available (Why is that?)
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
Estimating random integrals from noisy observations: sampling designs and their performance
The effect of the regularity of the error process on the performance of kernel regression estimators
Estimation of regression coefficients in case of differentiable error processes
Title not available (Why is that?)
Spatial sampling design using generalized Neyman-Scott process
Exactly optimal sampling designs for processes with a product covariance structure
On convergence of the uniform norms for Gaussian processes and linear approximation problems
Stepwise estimation of random processes
Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion

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