Adjusted Euler--MacLaurin predictor for
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 596-608
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			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.
                    
                    
                    
                  
                
                
                @article{TVP_2003_48_3_a10,
     author = {K. Benhenni and R. Drouilhet},
     title = {Adjusted {Euler--MacLaurin} predictor for},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {596--608},
     publisher = {mathdoc},
     volume = {48},
     number = {3},
     year = {2003},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a10/}
}
                      
                      
                    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/
