Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function

DOI10.1080/03610918908812772MaRDI QIDQ3471407zbMATH OpenOpenAlexFDO

Authors Doyle L. Hawkins

Publication date 1989

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918908812772

zbMATH Keywords

Gaussian processMonte Carlostochastic integral estimation

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

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Cites work

• A sieve estimator for the mean of a Gaussian process
• scientific article; zbMATH DE number 3400255 (Why is no real title available?)
• On Gaussian Fields with Given Conditional Distributions
• Random designs for estimating integrals of stochastic processes

Cited in

(5)

• A sieve estimator for the mean of a Gaussian process
• Parametric estimation for the mean of a Gaussian process by the method of sieves
• A sieve estimator for the covariance of a Gaussian process
• Sampling designs for estimation of a random process
• Orthonormal expansions for translation-invariant kernels

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