Sampling designs for regression coefficient estimation with correlated errors

DOI10.1007/BF00773477zbMath0822.62078MaRDI QIDQ1895425

Stamatis Cambanis, Yingcai Su

Publication date: 18 October 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

stationarybest linear unbiased estimatornonstationarycorrelated errorssampling designsasymptotically optimal designGauss-Markov error processeslinear and nonlinear regression functionsmedian sampling designregression coefficient estimationWiener error processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Experimental designs for the estimation of the concentration curve and the AUC ⋮ Optimal and Robust Designs for Estimating the Concentration Curve and the AUC

Cites Work

• Unnamed Item
• Sampling designs for the detection of signals in noise
• Estimating random integrals from noisy observations: sampling designs and their performance
• On the Computation of Optimal Designs for Certain time Series Models with Applications to Optimal Quantile Selection for Location or Scale Parameter Estimation
• Designs for Regression Problems with Correlated Errors

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