Exactly optimal sampling designs for processes with a product covariance structure

DOI10.2307/3315904zbMath1035.62087OpenAlexW2032919904MaRDI QIDQ4458920

Bhramar Mukherjee

Publication date: 25 March 2004

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315904

zbMATH Keywords

asymptotic optimalityintegrated mean squared errormaximum mean squared errorproduct covariance structureexactly optimal sampling design

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Non-Markovian processes: estimation (62M09)

Related Items (3)

Optimal prediction designs in finite discrete spectrum linear regression models ⋮ Robust optimal designs using a model misspecification term ⋮ Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift

Cites Work

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• Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
• Designs for Regression Problems with Correlated Errors
• Designs for Regression Problems With Correlated Errors: Many Parameters

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