Discrete minimax designs for regression models with autocorrelated MA errors

DOI10.1016/j.jspi.2006.03.014zbMath1115.62075OpenAlexW1984333756MaRDI QIDQ997287

Jane Ye, Peilin Shi, Julie Zhou

Publication date: 23 July 2007

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.2006.03.014

zbMATH Keywords

invertibility conditionunit circlemoving average processrobust designannealing algorithmdiscrete design

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Robustness and adaptive procedures (parametric inference) (62F35) Robust parameter designs (62K25)

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Uses Software

• astsa

Cites Work

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