scientific article; zbMATH DE number 89011

MaRDI QIDQ4016570zbMATH OpenFDO

Authors Karim Benhenni, Stamatis Cambanis

Publication date 16 January 1993

zbMATH Keywords

estimating integrals of stochastic processesinverse covariance matrixlinear estimatorsoptimal- coefficient estimatorsquadratic mean derivativesregular sampling designsRodriguez formulasimple estimatorstrapezoidal rule

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Sampling designs for estimating integrals of stochastic processes
• scientific article; zbMATH DE number 647008
• On Sampling Designs for Integral Estimation of a Random Process
• Estimating random integrals from noisy observations: sampling designs and their performance
• A NOTE ON SAMPLING DESIGNS FOR RANDOM PROCESSES WITH NO QUADRATIC MEAN DERIVATIVE

Cited in

(9)

• Sampling designs for estimating integrals of stochastic processes
• Stepwise sampling procedure for estimating random averages
• Predicting integrals of stochastic processes
• Cubature of random fields by product-type integration rules
• A NOTE ON SAMPLING DESIGNS FOR RANDOM PROCESSES WITH NO QUADRATIC MEAN DERIVATIVE
• Minimax results for estimating integrals of analytic processes
• On Sampling Designs for Integral Estimation of a Random Process
• Quasi-random sampling for estimation of integrals of random fields
• Quadrature of smooth stochastic processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4016570)