Minimax results for estimating integrals of analytic processes

DOI10.1051/PS:1998100MaRDI QIDQ4215744zbMATH OpenOpenAlexFDO

Authors Karim Benhenni, Jacques Istas

Publication date 1 November 1998

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/104245

zbMATH Keywords

linear estimatorsanalytic processesintegrals of stochastic processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes (62M99)

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Cited in

(7)

• L^p-loss and limit distribution for predicting integrals of some non-Gaussian second order processes
• scientific article; zbMATH DE number 647008 (Why is no real title available?)
• Adjusted Euler--MacLaurin Predictor for Integrating Smooth Spatial Processes
• Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)
• scientific article; zbMATH DE number 1823883 (Why is no real title available?)
• Estimation d’intégrales de processus multi-fractionnaires
• Estimation of regression coefficients in case of differentiable error processes

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