UNIFORM ASYMPTOTIC OPTIMALITY OF LINEAR PREDICTIONS OF A RANDOM FIELD USING AN INCORRECT 2ND-ORDER STRUCTURE

被引:58
作者
STEIN, M
机构
关键词
D O I
10.1214/aos/1176347629
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:850 / 872
页数:23
相关论文
共 27 条
[1]  
Akhiezer N. I., 1961, THEORY LINEAR OPERAT, VI
[2]  
[Anonymous], 1978, MINING GEOSTATISTICS
[3]   MERGING OF OPINIONS WITH INCREASING INFORMATION [J].
BLACKWELL, D ;
DUBINS, L .
ANNALS OF MATHEMATICAL STATISTICS, 1962, 33 (03) :882-&
[4]   SAMPLING DESIGNS FOR THE DETECTION OF SIGNALS IN NOISE [J].
CAMBANIS, S ;
MASRY, E .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1983, 29 (01) :83-104
[5]  
Cambanis S., 1985, HDB STATISTICS, V5, P337
[6]  
Diamond P., 1984, MATH GEOL, V16, P809
[7]   UNIQUENESS AND EVENTUAL UNIQUENESS OF OPTIMAL DESIGNS IN SOME TIME-SERIES MODELS [J].
EUBANK, RL ;
SMITH, PL ;
SMITH, PW .
ANNALS OF STATISTICS, 1981, 9 (03) :486-493
[8]  
Friedrichs K.O., 1973, SPECTRAL THEORY OPER, DOI [10.1007/978-1-4612-6396-8, DOI 10.1007/978-1-4612-6396-8]
[9]  
Ibragimov I.A., 1978, GAUSSIAN RANDOM PROC
[10]  
Krylov VI., 2006, APPROXIMATE CALCULAT