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

mean squared errorsimple random samplingstratified samplingsystematic samplingrandom designsestimating integrals of stochastic processesestimation of weighted average

Mathematics Subject Classification ID

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

Cited in

(11)

• Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function
• Stratified Monte Carlo quadrature for continuous random fields
• Quadrature of smooth stochastic processes
• Cubature of random fields by product-type integration rules
• Estimating integrals of stochastic processes using space-time data
• 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
• Predicting integrals of random fields using observations on a lattice
• Locally lattice sampling designs for isotropic random fields
• Line transects of two‐dimensional random fields: Estimation and design
• Estimation of regression coefficients in case of differentiable error processes
• On Simulating Wiener Integrals and Their Expectations

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