The BLUE in continuous-time regression models with correlated errors

DOI10.1214/18-AOS1734zbMath1433.62183WikidataQ127818064 ScholiaQ127818064MaRDI QIDQ2313274

Anatoly A. Zhigljavsky, Andrey Pepelyshev, Dette, Holger

Publication date: 18 July 2019

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1558425635

zbMATH Keywords

correlated observationsBLUElinear regressionoptimal designsigned measurescontinuous autoregressive modelbest linear unbiased estimateAR process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (6)

BLUE against OLSE in the location model: energy minimization and asymptotic considerations ⋮ Minimum-energy measures for singular kernels ⋮ Bayesian Quadrature, Energy Minimization, and Space-Filling Design ⋮ Optimal designs for comparing regression curves: dependence within and between groups ⋮ The BLUE in continuous-time regression models with correlated errors ⋮ A convex approach to optimum design of experiments with correlated observations

Uses Software

• energy

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