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Volumn 29, Issue 1, 1997, Pages 249-270

Estimating functionals of a stochastic process

Author keywords

Discrete sampling; Functionals estimation; Second order process; Smooth process; Wavelets

Indexed keywords


EID: 3142571216     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800027877     Document Type: Article
Times cited : (12)

References (14)
  • 2
    • 0001492843 scopus 로고
    • Sampling designs for estimating integrals of stochastic processes
    • BENHENNI, K. AND CAMBANIS, S. (1992) Sampling designs for estimating integrals of stochastic processes. Ann. Statist. 20, 161-194.
    • (1992) Ann. Statist. , vol.20 , pp. 161-194
    • Benhenni, K.1    Cambanis, S.2
  • 3
    • 0000213760 scopus 로고
    • Multiresolution analysis, wavelets and fast algorithms on the interval
    • COHEN, A., DAUBECHIES, I., JAWERTH, B. AND VIAL, P. (1992) Multiresolution analysis, wavelets and fast algorithms on the interval. C.R. Acad. Sci. 316, 417-421.
    • (1992) C.R. Acad. Sci. , vol.316 , pp. 417-421
    • Cohen, A.1    Daubechies, I.2    Jawerth, B.3    Vial, P.4
  • 4
    • 84990575058 scopus 로고
    • Orthonormal bases of compactly supported wavelets
    • DAUBECHIES, I. (1988) Orthonormal bases of compactly supported wavelets. Commun. Pure Appl. Math. 41, 909-996.
    • (1988) Commun. Pure Appl. Math. , vol.41 , pp. 909-996
    • Daubechies, I.1
  • 6
    • 0001575015 scopus 로고
    • A note on optimal and asymptotically optimal designs for certain time series models
    • EUBANK, R. L., SMITH, L. P. AND SMITH, P. (1982) A note on optimal and asymptotically optimal designs for certain time series models. Ann. Statist. 10, 1295-1301.
    • (1982) Ann. Statist. , vol.10 , pp. 1295-1301
    • Eubank, R.L.1    Smith, L.P.2    Smith, P.3
  • 7
    • 0001669632 scopus 로고
    • Density estimation by kernel and wavelet methods. Optimality of Besov spaces
    • KERKYACHARIAN, G. AND PICARD, D. (1993) Density estimation by kernel and wavelet methods. Optimality of Besov spaces. Statist. Prob. Lett. 18, 327-336.
    • (1993) Statist. Prob. Lett. , vol.18 , pp. 327-336
    • Kerkyacharian, G.1    Picard, D.2
  • 10
    • 0002932504 scopus 로고
    • Designs for regression problems with correlated errors
    • SACKS, J. AND YLVISAKER, D. (1966) Designs for regression problems with correlated errors. Ann. Math. Statist. 37, 66-89.
    • (1966) Ann. Math. Statist. , vol.37 , pp. 66-89
    • Sacks, J.1    Ylvisaker, D.2
  • 11
    • 0001880413 scopus 로고
    • Designs for regression problems with correlated errors II
    • SACKS, J. AND YLVISAKER, D. (1968) Designs for regression problems with correlated errors II. Ann. Math. Statist. 39, 49-69.
    • (1968) Ann. Math. Statist. , vol.39 , pp. 49-69
    • Sacks, J.1    Ylvisaker, D.2
  • 12
    • 0000006130 scopus 로고
    • Designs for regression problems with correlated errors III
    • SACKS, J. AND YLVISAKER, D. (1970) Designs for regression problems with correlated errors III. Ann. Math. Statist. 41, 2057-2074.
    • (1970) Ann. Math. Statist. , vol.41 , pp. 2057-2074
    • Sacks, J.1    Ylvisaker, D.2
  • 13
    • 0000048671 scopus 로고
    • Predicting integrals of stochastic processes
    • STEIN, M. (1995) Predicting integrals of stochastic processes. Ann. Appl. Prob. 5, 158-170.
    • (1995) Ann. Appl. Prob. , vol.5 , pp. 158-170
    • Stein, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.