Spline approximation of random processes and design problems
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Publication:1970846
DOI10.1016/S0378-3758(99)00108-1zbMath0971.62054MaRDI QIDQ1970846
Publication date: 4 October 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
fractional Brownian motionregular sequencespline functionSacks-Ylvisaker conditionsasymptotically optimal design
Inference from stochastic processes and prediction (62M20) Optimal statistical designs (62K05) Inference from stochastic processes (62M99) Spline approximation (41A15)
Related Items (15)
Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\) ⋮ Estimation of number of the derivatives of a Gaussian process ⋮ Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields ⋮ On interpolation of smooth processes and functions ⋮ Spline approximation of a random process with singularity ⋮ Global smoothness estimation of a Gaussian process from general sequence designs ⋮ Non parametric estimation of smooth stationary covariance functions by interpolation methods ⋮ Estimating the order of mean-square derivatives with quadratic variations ⋮ Unnamed Item ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ Piecewise-Multilinear Interpolation of a Random Field ⋮ Assessing the number of mean square derivatives of a Gaussian process ⋮ Stochastic structure of asymptotic quantization errors ⋮ Optimal approximation of SDE's with additive fractional noise ⋮ Stratified Monte Carlo quadrature for continuous random fields
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