Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift

DOI10.1016/j.jspi.2011.02.025zbMath1213.62133OpenAlexW2036555784MaRDI QIDQ538129

František Štulajter, Radoslav Harman

Publication date: 23 May 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.02.025

zbMATH Keywords

predictionWiener processoptimal designLoewner ordering

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Sampling theory, sample surveys (62D05) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65)

Related Items (3)

Robust optimal designs using a model misspecification term ⋮ Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes ⋮ Optimal designs in regression with correlated errors

Cites Work

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• Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
• Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process
• Exactly optimal sampling designs for processes with a product covariance structure
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Designs for Regression Problems with Correlated Errors
• Designs for Regression Problems With Correlated Errors: Many Parameters

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