Correction to Design of optimal control for a regression problem

DOI10.1214/AOS/1176345216zbMath0464.62069OpenAlexW2066055264MaRDI QIDQ1154196

Chi Song Wong, Der-Shin Chang

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aos/1176345216

zbMATH Keywords

correctionreproducing kernel Hilbert spaceD-optimalA-optimalnoise processdesign of optimal controlL-optimalGauss-Markov estimation

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)

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