INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION

DOI10.1017/S0266466601175043MaRDI QIDQ4807271zbMATHOpenAlexFDO

Authors Lung-fei Lee

Publication date 18 May 2003

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466601175043

zbMATH Keywords

interpolationGaussian quadraturevariance reductionstochastic integrationregion partition

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cited in

(7)

• Random Construction of Interpolating Sets for High-Dimensional Integration
• scientific article; zbMATH DE number 1098565 (Why is no real title available?)
• The use of the stochastic arithmetic to estimate the value of interpolation polynomial with optimal degree
• Rational interpolation for stochastic DESs: convergence issues
• scientific article; zbMATH DE number 6815826 (Why is no real title available?)
• Unified moment-based modeling of integrated stochastic processes
• Higher-order properties of approximate estimators

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