Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process

DOI10.1016/j.spl.2007.12.012zbMath1152.62049OpenAlexW1986091252MaRDI QIDQ945769

Milan Stehlík, Jozef Kisel'ák

Publication date: 17 September 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2007.12.012

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (19)

Optimal design for correlated processes with input-dependent noise ⋮ `Nearly' universally optimal designs for models with correlated observations ⋮ D-optimal designs for complex Ornstein-Uhlenbeck processes ⋮ Optimal designs for some bivariate cokriging models ⋮ Optimal designs for comparing regression models with correlated observations ⋮ Optimal prediction designs in finite discrete spectrum linear regression models ⋮ K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets ⋮ On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets ⋮ Fredholm integral relation between compound estimation and prediction (FIRCEP) ⋮ Optimal design for linear models with correlated observations ⋮ Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes ⋮ Design of computer experiments: space filling and beyond ⋮ Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift ⋮ Exact optimal designs for computer experiments via kriging metamodelling ⋮ Optimal designs in regression with correlated errors ⋮ Financial and risk modelling with semicontinuous covariances ⋮ Issues in the optimal design of computer simulation experiments ⋮ Optimal designs for comparing regression curves: dependence within and between groups ⋮ Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets

Uses Software

• spBayes

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