Design of optimal control for a regression problem

DOI10.1214/aos/1176344791zbMath0421.62057OpenAlexW2041990445MaRDI QIDQ1133272

Der-Shin Chang

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1214/aos/1176344791

zbMATH Keywords

reproducing kernel Hilbert spaceD-optimalA-optimalnoise processdesign of optimal controlGauss- Markoff estimationL-optimal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Optimal stochastic control (93E20) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Related Items (3)

Designs of Phi-optimal control for second-order processes ⋮ Existence of an A-optimal model for a regression experiment ⋮ A general approach to optimal control of a regression experiment

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