Robustness of Design Against Autocorrelation in Time II: Optimality, Theoretical and Numerical Results for the First-Order Autoregressive Process

DOI10.2307/2287582zbMath0505.62063OpenAlexW4240805699MaRDI QIDQ4742182

Agnes M. Herzberg, Peter J. Bickel, Mark F. Schilling

Publication date: 1981

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2287582

zbMATH Keywords

robustnesssimple linear regressionasymptotic designfirst-order autoregressive processvariances of least squares estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

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