Random designs for estimating integrals of stochastic processes

DOI10.1214/aos/1176345793zbMath0492.62075OpenAlexW2035380381MaRDI QIDQ1168029

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 errorstratified samplingsystematic samplingsimple random samplingrandom designsestimating integrals of stochastic processesestimation of weighted average

Mathematics Subject Classification ID

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

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

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