On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets
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Publication:386301
DOI10.1016/J.SPL.2013.03.003zbMATH Open1356.62096OpenAlexW1973563940MaRDI QIDQ386301FDOQ386301
Authors: Sándor Baran, Kinga Sikolya, M. Stehlík 
Publication date: 9 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.003
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- Estimation of the mean of Ornstein-Uhlenbeck processes and sheets
- scientific article
Inference from spatial processes (62M30) Gaussian processes (60G15) Random fields (60G60) Optimal statistical designs (62K05)
Cites Work
- The design and analysis of computer experiments.
- Monotone (nonlinear) operators in Hilbert space
- ON A „MONOTONICITY” METHOD FOR THE SOLUTION OF NONLINEAR EQUATIONS IN BANACH SPACES
- Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
- Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets
- Design of computer experiments: space filling and beyond
- Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
- Exact optimal designs for computer experiments via kriging metamodelling
Cited In (9)
- D-optimal designs for complex Ornstein-Uhlenbeck processes
- G-optimal grid designs for kriging models
- Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets
- K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets
- Fredholm integral relation between compound estimation and prediction (FIRCEP)
- Optimal designs for some bivariate cokriging models
- Financial and risk modelling with semicontinuous covariances
- Optimal design for correlated processes with input-dependent noise
- On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes
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