INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION

DOI10.1017/S0266466601175043zbMATH Open1017.65016OpenAlexW2157969058MaRDI QIDQ4807271FDOQ4807271

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

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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)

Cited In (7)

• The use of the stochastic arithmetic to estimate the value of interpolation polynomial with optimal degree
• Unified moment-based modeling of integrated stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rational interpolation for stochastic DESs: convergence issues
• Random Construction of Interpolating Sets for High-Dimensional Integration
• Higher-order properties of approximate estimators

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