On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets

DOI10.1016/j.spl.2013.03.003zbMath1356.62096OpenAlexW1973563940MaRDI QIDQ386301

Kinga Sikolya, Sándor Baran, Milan Stehlík

Publication date: 9 December 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.003

zbMATH Keywords

entropyFisher informationOrnstein-Uhlenbeck sheetintegrated mean square prediction error

Mathematics Subject Classification ID

Random fields (60G60) Inference from spatial processes (62M30) Gaussian processes (60G15) Optimal statistical designs (62K05)

Related Items (8)

Optimal design for correlated processes with input-dependent noise ⋮ D-optimal designs for complex Ornstein-Uhlenbeck processes ⋮ Optimal designs for some bivariate cokriging models ⋮ On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes ⋮ K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets ⋮ Fredholm integral relation between compound estimation and prediction (FIRCEP) ⋮ Financial and risk modelling with semicontinuous covariances ⋮ Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets

Cites Work

• Design of computer experiments: space filling and beyond
• Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
• Exact optimal designs for computer experiments via kriging metamodelling
• Monotone (nonlinear) operators in Hilbert space
• The design and analysis of computer experiments.
• Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
• Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets
• ON A „MONOTONICITY” METHOD FOR THE SOLUTION OF NONLINEAR EQUATIONS IN BANACH SPACES

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