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Volumn 27, Issue 3-4, 1996, Pages 279-296

Optimal designs for approximating a stochastic process with respect to a minimax criterion

Author keywords

Asymptotic optimality; Jump function; Maximum mean squared error; Product type; Reproducing kernel Hilbert space; Sacks Ylvisaker regularity conditions

Indexed keywords


EID: 3342936029     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802532     Document Type: Article
Times cited : (5)

References (17)
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    • (1992) Comm. Stat.-Theory Meth. , vol.21 , pp. 2059-2069
    • Abt, M.1
  • 3
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    • (1950) Trans. Amer. Math. Soc. , vol.68 , pp. 337-404
    • Aronszajin, N.1
  • 6
    • 3342903870 scopus 로고
    • Optimal designs for approximating the path of a stochastic process
    • To appear
    • Müller-Gronbach, T. (1995). Optimal designs for approximating the path of a stochastic process. To appear in J. Statist. Plann. Inference.
    • (1995) J. Statist. Plann. Inference
    • Müller-Gronbach, T.1
  • 8
    • 33744507616 scopus 로고
    • Statistical inference on time series by Hilbert space methods, I
    • Dep. of Statistics, Standford University, Standford
    • Parzen, E. (1959). Statistical inference on time series by Hilbert space methods, I. Technical report No. 23, Dep. of Statistics, Standford University, Standford.
    • (1959) Technical Report No. 23
    • Parzen, E.1
  • 9
    • 0001242202 scopus 로고
    • Approximation and Optimization on the Wiener Space
    • Ritter, K. (1990). Approximation and Optimization on the Wiener Space, J. Complexity 6, 337-364.
    • (1990) J. Complexity , vol.6 , pp. 337-364
    • Ritter, K.1
  • 10
    • 0001231555 scopus 로고
    • Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker coriditions
    • To appear
    • Ritter, K., Wasilkowski, G. W. and Wozniakowski, H. (1995). Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker coriditions.To appear in Annals of Appl. Prob..
    • (1995) Annals of Appl. Prob.
    • Ritter, K.1    Wasilkowski, G.W.2    Wozniakowski, H.3
  • 12
    • 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
  • 13
    • 0001880413 scopus 로고
    • Designs for regression problems with correlated errors; many parameters
    • Sacks, J. and Ylvisaker, D. (1968). Designs for regression problems with correlated errors; many parameters. Ann. Math. Statist. 39, 46-69.
    • (1968) Ann. Math. Statist. , vol.39 , pp. 46-69
    • Sacks, J.1    Ylvisaker, D.2
  • 14
    • 0002704891 scopus 로고
    • Statistical designs and integral approximation
    • R. Pyke, Ed., Can. Math. Soc., Montreal
    • Sacks, J. and Ylvisaker, D. (1970). Statistical designs and integral approximation. In: R. Pyke, Ed., Proc. 12th Bienn. Semin. Can. Math. Congr., Can. Math. Soc., Montreal.
    • (1970) Proc. 12th Bienn. Semin. Can. Math. Congr.
    • Sacks, J.1    Ylvisaker, D.2
  • 15
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    • p approximation of autoregressive Gaussian processes
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    • p approximation of autoregressive Gaussian processes. Technical Report. University of Oregon, Department of Statistics, Eugene.
    • (1979) Technical Report
    • Speckman, P.1
  • 16
    • 38249002021 scopus 로고
    • Sampling designs for estimation of a random process
    • Su, Y. and Cambanis, S. (1993). Sampling designs for estimation of a random process. Stochastic Process. Appl. 46, 47-89.
    • (1993) Stochastic Process. Appl. , vol.46 , pp. 47-89
    • Su, Y.1    Cambanis, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.