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

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

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• Stratified Monte Carlo quadrature for continuous random fields
• Spatial sampling design for parameter estimation of the covariance function
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• Estimation of regression coefficients in case of differentiable error processes
• A NOTE ON SAMPLING DESIGNS FOR RANDOM PROCESSES WITH NO QUADRATIC MEAN DERIVATIVE
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• On Sampling Designs for Integral Estimation of a Random Process
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• Integral estimation based on Markovian design
• Optimal and Robust Designs for Estimating the Concentration Curve and the AUC
• Stepwise estimation of random 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
• Spline approximation of a random process with singularity

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