A Note on Optimal and Asymptotically Optimal Designs for Certain Time Series Models
Eubank, R. L. ; Smith, P. L. ; Smith, P. W.
Ann. Statist., Tome 10 (1982) no. 1, p. 1295-1301 / Harvested from Project Euclid
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The problem of regression design in the presence of correlated errors is considered. Under the assumption that derivative information is available on the response process, uniqueness results for optimal designs given in Eubank, Smith and Smith (1981) for the BLUE of the regression coefficient are extended to a wider class of processes. In the event that derivatives cannot be sampled, an asymptotic solution is developed and extended to the multiparameter setting.
Publié le : 1982-12-14
Classification:  Regression designs,  splines,  time series,  62K05,  62K99,  41A15 
@article{1176345995,
     author = {Eubank, R. L. and Smith, P. L. and Smith, P. W.},
     title = {A Note on Optimal and Asymptotically Optimal Designs for Certain Time Series Models},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 1295-1301},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345995}
}

Eubank, R. L.; Smith, P. L.; Smith, P. W. A Note on Optimal and Asymptotically Optimal Designs for Certain Time Series Models. Ann. Statist., Tome 10 (1982) no. 1, pp.  1295-1301. http://gdmltest.u-ga.fr/item/1176345995/