Stepwise estimation of random processes

DOI10.1023/A:1009999702098MaRDI QIDQ5933681zbMATH OpenOpenAlexFDO

Authors Yingcai Su

Publication date 2 September 2001

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009999702098

zbMATH Keywords

stepwise design of sampling points

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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Cited in

(4)

• Effective observation of random processes using derivatives
• Stepwise sampling procedure for estimating random averages
• Estimateur de Richardson à pas variable
• TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS

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