A note on optimal and asymptotically optimal designs for certain time series models

DOI10.1214/aos/1176345995zbMath0522.62055OpenAlexW2050601045MaRDI QIDQ1056176

R. L. Eubank, Philip W. Smith, Patricia L. Smith

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345995

zbMATH Keywords

correlated errorstime series modelsregression design

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Design of statistical experiments (62K99) Spline approximation (41A15)

Related Items

Optimal sampling designs for nonparametric estimation of spatial averages of random fields ⋮ Spline approximation of random processes and design problems ⋮ Quadrature of smooth stochastic processes ⋮ Uniform reconstruction of Gaussian processes ⋮ Minimax results for estimating integrals of analytic processes ⋮ Predicting random fields with increasing dense observations ⋮ On the relationship between functions with the same optimal knots in spline and piecewise polynomial approximation ⋮ Approximate regression models and splines