Adjusted Euler–MacLaurin predictor for
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 596-608 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider the problem of predicting integrals of a spatial stationary process $Z$ over a unit square. We construct predictors based on a systematic sampling of size $m^2$ by approximating the existing mean squared derivatives of the process in the two-dimensional Euler–MacLaurin formula by finite differences up to some appropriate order. We show that if the spectral density satisfies $f_{Z}(\omega) =o(|\omega|^{-p})$ for any fixed positive integer $p$, the corresponding mean squared error is of order $m^{-p}$.
Keywords: spatial stationary process, predictor, Euler–MacLaurin formula.
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K. Benhenni; R. Drouilhet. Adjusted Euler–MacLaurin predictor for. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 596-608. http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a10/

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