Predicting integrals of stochastic processes

DOI10.1214/aoap/1177004834zbMath0820.62081OpenAlexW1981120153MaRDI QIDQ1894622

Michael L. Stein

Publication date: 10 August 1995

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004834

zbMATH Keywords

predictionRiemann zeta functionmean squared errorfractional Brownian motionlinear predictorsoptimal quadrature rulesdesign of time series experimentsmedian sampling

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Approximate quadratures (41A55)

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