Optimal designs for regression models with autoregressive errors

DOI10.1016/j.spl.2016.04.008zbMath1369.62171arXiv1602.03794OpenAlexW2345212312MaRDI QIDQ297159

Andrey Pepelyshev, Dette, Holger, Anatoly A. Zhigljavsky

Publication date: 24 June 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.03794

zbMATH Keywords

correlated observationsBLUElinear regressionoptimal designsigned measurescontinuous autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05)

Related Items (1)

The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations

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