Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
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Publication:1256278
DOI10.1214/aos/1176344556zbMath0403.62051OpenAlexW1988899937MaRDI QIDQ1256278
Agnes M. Herzberg, Peter J. Bickel
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344556
RobustnessAutocorrelationLinear ModelLinear RegressionExperimental DesignAsymptotically OptimalEstimating Location
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05)
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