Su, Yingcai; Cambanis, Stamatis - In: Stochastic Processes and their Applications 46 (1993) 1, pp. 47-89
A random process X(t), t[epsilon][0,1], is sampled at a finite number of appropriately designed points. On the basis of these observations, we estimate the values of the process at the unsampled points and we measure the performance by an integrated mean square error. We consider the case where...