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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Cites work

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• A note on optimal and asymptotically optimal designs for certain time series models
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• Designs for Regression Problems with Correlated Errors III
• Estimating Functionals of a Stochastic Process
• Optimal numerical quadrature in \(H_p\) spaces
• Predicting integrals of stochastic processes
• Quadrature formulae for \(H^p\) functions
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Cited in

(7)

• scientific article; zbMATH DE number 647008 (Why is no real title available?)
• 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
• \(L^p\)-loss and limit distribution for predicting integrals of some non-Gaussian second order processes
• Estimation of regression coefficients in case of differentiable error processes
• Adjusted Euler--MacLaurin Predictor for Integrating Smooth Spatial Processes

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