Stepwise sampling procedure for estimating random averages

DOI10.1016/J.CRMA.2005.03.003MaRDI QIDQ1780712zbMATH OpenOpenAlexFDO

Authors Karim Benhenni, Yingcai Su

Publication date 13 June 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2005.03.003

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• An error analysis for the numerical calculation of certain random integrals. I
• Approximating integrals of stochastic processes: extensions
• Designs for Regression Problems with Correlated Errors
• Estimating Functionals of a Stochastic Process
• Predicting integrals of stochastic processes
• Sampling designs for estimating integrals of stochastic processes

Cited in

(2)

• Stepwise estimation of random processes
• Estimating random integrals from noisy observations: sampling designs and their performance

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