Predicting integrals of stochastic processes
type: Item
instance of: scholarly article
title: Predicting integrals of stochastic processes
zbMATH Open document ID: 0820.62081
author: Michael L. Stein
published in: The Annals of Applied Probability
publication date: 1995-08-10T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 41A55
zbMATH DE Number: 780986
zbMATH Keywords: design of time series experiments
zbMATH Keywords: Riemann zeta function
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: linear predictors
zbMATH Keywords: mean squared error
zbMATH Keywords: prediction
zbMATH Keywords: optimal quadrature rules
zbMATH Keywords: median sampling
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177004834
OpenAlex ID: W1981120153
DOI: 10.1214/AOAP/1177004834
description: scientific article; zbMATH DE number 780986