Random designs for estimating integrals of stochastic processes

DOI10.1214/AOS/1176345793MaRDI QIDQ1168029zbMATH OpenOpenAlexFDO

Authors Carol Schoenfelder, Stamatis Cambanis

Publication date 1982

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345793

zbMATH Keywords

estimating integrals of stochastic processesestimation of weighted averagemean squared errorrandom designssimple random samplingstratified samplingsystematic sampling

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric estimation (62G05) Optimal statistical designs (62K05) Non-Markovian processes: estimation (62M09)

Cited in

(11)

• Estimating integrals of stochastic processes using space-time data
• Cubature of random fields by product-type integration rules
• Predicting integrals of random fields using observations on a lattice
• Locally lattice sampling designs for isotropic random fields
• Stratified Monte Carlo quadrature for continuous random fields
• On Simulating Wiener Integrals and Their Expectations
• Estimation of regression coefficients in case of differentiable error processes
• Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function
• Line transects of two‐dimensional random fields: Estimation and design
• Quadrature of smooth stochastic processes
• Discussion of “A Tale of Two Datasets: Representativeness and Generalisability of Inference for Samples of Networks” by Pavel N. Krivitsky, Pietro Coletti, and Niel Hens

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