Sampling designs for estimating integrals of stochastic processes

DOI10.1214/AOS/1176348517MaRDI QIDQ1192963zbMATH OpenOpenAlexFDO

Authors Karim Benhenni, Stamatis Cambanis

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1214/aos/1176348517

zbMATH Keywords

asymptotic performanceintegral approximationnonparametric estimatorsoptimal-coefficient estimatorsregular sampling designsweighted Euler-MacLaurin and Gregory formulae

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Optimal statistical designs (62K05) Numerical integration (65D30) General second-order stochastic processes (60G12) Euler-Maclaurin formula in numerical analysis (65B15)

Recommendations

• On Sampling Designs for Integral Estimation of a Random Process
• scientific article; zbMATH DE number 89011
• Sampling designs for estimation of a random process
• Estimating random integrals from noisy observations: sampling designs and their performance
• scientific article; zbMATH DE number 647008
• Robust sampling designs for a possibly misspecified stochastic process
• Linear approximation of random processes and sampling design problems
• On Sampling Stationary Stochastic Processes

Cited in

(25)

• Integral estimation based on Markovian design
• Global smoothness estimation of a Gaussian process from general sequence designs
• Spatial sampling design for parameter estimation of the covariance function
• Estimation of the regression operator from functional fixed-design with correlated errors
• scientific article; zbMATH DE number 647008 (Why is no real title available?)
• Optimal sampling designs for nonparametric estimation of spatial averages of random fields
• Cubature of random fields by product-type integration rules
• 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 stochastic processes
• Sampling designs for estimation of a random process
• Minimax results for estimating integrals of analytic processes
• Spline approximation of a random process with singularity
• scientific article; zbMATH DE number 89011 (Why is no real title available?)
• Estimating random integrals from noisy observations: sampling designs and their performance
• The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
• Locally lattice sampling designs for isotropic random fields
• Spatial adaption for predicting random functions
• Stepwise estimation of random processes
• Estimation of regression coefficients in case of differentiable error processes
• A NOTE ON SAMPLING DESIGNS FOR RANDOM PROCESSES WITH NO QUADRATIC MEAN DERIVATIVE
• Stratified Monte Carlo quadrature for continuous random fields
• Optimal and Robust Designs for Estimating the Concentration Curve and the AUC
• Stepwise sampling procedure for estimating random averages
• Experimental designs for the estimation of the concentration curve and the AUC
• On Sampling Designs for Integral Estimation of a Random Process

This page was built for publication: Sampling designs for estimating integrals of stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1192963)