Minimax results for estimating integrals of analytic processes

Karim Benhenni; Jacques Istas

ESAIM: Probability and Statistics (1998)

  • Volume: 2, page 109-121
  • ISSN: 1292-8100

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Benhenni, Karim, and Istas, Jacques. "Minimax results for estimating integrals of analytic processes." ESAIM: Probability and Statistics 2 (1998): 109-121. <http://eudml.org/doc/104245>.

@article{Benhenni1998,
author = {Benhenni, Karim, Istas, Jacques},
journal = {ESAIM: Probability and Statistics},
keywords = {integrals of stochastic processes; analytic processes; linear estimators},
language = {eng},
pages = {109-121},
publisher = {EDP Sciences},
title = {Minimax results for estimating integrals of analytic processes},
url = {http://eudml.org/doc/104245},
volume = {2},
year = {1998},
}

TY - JOUR
AU - Benhenni, Karim
AU - Istas, Jacques
TI - Minimax results for estimating integrals of analytic processes
JO - ESAIM: Probability and Statistics
PY - 1998
PB - EDP Sciences
VL - 2
SP - 109
EP - 121
LA - eng
KW - integrals of stochastic processes; analytic processes; linear estimators
UR - http://eudml.org/doc/104245
ER -

References

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  4. BOJANOV, B. ( 1974). On an optimal quadrature formula. Comptes rendus de l Académie bulgare des Sciences 27 (5) 619-621. Zbl0334.65017MR365998
  5. CAMBANIS, S. ( 1985). Sampling designs for time series. In Time series in the time domain. Handbook of statistics, E.J. Hannan, P.R. Krishnaiah, M.M. Rao, eds. 5 337-362. MR831755
  6. CARTAN, H. ( 1978). Théorie élémentaire des fonctions analytiques d'une ou plusieurs variables complexes. Hermann, Paris. Zbl0094.04401
  7. CRAMER, H., LEADBETTER M.R. ( 1967). Stationary and related stochastic processes. Wiley, New-York. Zbl0162.21102MR217860
  8. DUREN, P. ( 1970). Theory of Hp spaces, New-York and London. Zbl0215.20203
  9. EUBANK, R. L., SMITH, P.L., SMITH, P.W. ( 1982). A note on optimal and asymptotically optimal designs for certain time series models. Ann. Statist. 10 1295-1301. Zbl0522.62055MR673665
  10. IBRAGIMOV, I., HAS'MINSKII, R. ( 1981). Statistical estimation, Asymptotic theory. Springer-Verlag, New-York. Zbl0467.62026MR620321
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  14. MICCHELI, C., RIVLIN, T. ( 1984). Lectures on optimal recovery. In Numerical Analysis, Lecture Notes in Math. 1129 21-93, Springer. Zbl0698.41024MR799030
  15. NEWMAN, D. ( 1979). Quadrature formulae for Hp functions. Math. Z. 166 111-115. Zbl0402.65011MR525614
  16. PARZEN, E. ( 1959). Statistical inference on time series by Hilbert space methods. In Time series analysis papers, E. Parzen ed. Holden-Day, San Fransisco, 251-382. 
  17. RUDIN, W. ( 1966). Real and complex analysis. McGraw-Hill, New-York. Zbl0142.01701MR210528
  18. SACKS, J., YLVISAKER, D. ( 1966). Designs for regression problem problems with correlated errors. Ann. Math. Stat. 37 66-89. Zbl0152.17503MR192601
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