Oleg Seleznjev: Sampling designs for linear approximation of
  a random process.


Linear approximation of random processes and the problem of
optimal sampling designs are considered. The performance of
the approximation is measured by integrated and maximal mean
square errors. Asymptotically optimal sampling designs are
found for different approximation problems. The piecewise
linear and spline interpolation  of locally stationary
processes are investigated in more details. Several examples
and applications are discussed.