Dette, Holger, Pepelyshev, Andrey  ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279
2016.
Optimal designs for regression models with autoregressive errors.
Statistics and Probability Letters
116
, pp. 107-115.
10.1016/j.spl.2016.04.008
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Official URL: http://dx.doi.org/10.1016/j.spl.2016.04.008
Abstract
In the one-parameter regression model with AR(1) and AR(2) errors we find explicit expressions and a continuous approximation of the optimal discrete design for the signed least square estimator. The results are used to derive the optimal variance of the best linear estimator in the continuous time model and to construct efficient estimators and corresponding optimal designs for finite samples.
| Item Type: | Article |
|---|---|
| Date Type: | Publication |
| Status: | Published |
| Schools: | Schools > Mathematics |
| Subjects: | Q Science > QA Mathematics |
| Additional Information: | PDF uploaded in accordance with publisher's policies at http://www.sherpa.ac.uk/romeo/issn/0167-7152/ (accessed 21.4.16). |
| Publisher: | Elsevier |
| ISSN: | 0167-7152 |
| Date of First Compliant Deposit: | 24 May 2017 |
| Date of Acceptance: | 15 April 2016 |
| Last Modified: | 19 Nov 2024 12:30 |
| URI: | https://orca.cardiff.ac.uk/id/eprint/89448 |
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