Optimal designs for second order processes with general linear means

DOI10.1214/AOS/1176345015zbMath0486.62071OpenAlexW2079231330MaRDI QIDQ1164939

Carl Spruill

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/1176345015

zbMATH Keywords

linear operatorsecond order processesElfving theoremgeneral linear meanskernel Hilbert spaceminimum variance best linear unbiased estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Inference from stochastic processes (62M99)

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