ESTIMATING INTEGRALS OF MULTIFUNCTIONAL PROCESSES

Authors
ISTAS J
Citation
J. Istas, ESTIMATING INTEGRALS OF MULTIFUNCTIONAL PROCESSES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 324(5), 1997, pp. 565-568
Citations number
9
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
324
Issue
5
Year of publication
1997
Pages
565 - 568
Database
ISI
SICI code
0764-4442(1997)324:5<565:EIOMP>2.0.ZU;2-#
Abstract
In this Note, we consider the problem of predicting integrals of multi -fractional stochastic processes. We prove that the mean square error is asymptotically dominated by the infimum of the fractional index, an d that there is no asymptotically optimal sampling design. Our result extend Stein's uni-fractional results to the multi-fractional framewor k.