Quadrature of smooth stochastic processes

DOI10.1007/BF01312214zbMath0692.60040OpenAlexW2021877781MaRDI QIDQ583717

Michael Weba

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01312214

zbMATH Keywords

quadrature formulaesampling designestimation of multilinear functionals

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Stochastic processes (60G99)

Related Items (3)

Cubature of random fields by product-type integration rules ⋮ Interpolation of random functions ⋮ Estimation of regression coefficients in case of differentiable error processes

Cites Work

• A note on optimal and asymptotically optimal designs for certain time series models
• Prediction and design
• Random designs for estimating integrals of stochastic processes
• Numerical mathematics. I.
• The optimal sampling design for estimating the integral of a process with stationary independent increments (Corresp.)
• Estimation of the integral of a stochastic process
• Product type quadrature formulas
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Quadrature of smooth stochastic processes