On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets

DOI10.1016/J.SPL.2013.03.003MaRDI QIDQ386301zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

entropyFisher informationintegrated mean square prediction errorOrnstein-Uhlenbeck sheet

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Gaussian processes (60G15) Random fields (60G60) Optimal statistical designs (62K05)

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Cites work

• Design of computer experiments: space filling and beyond
• Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
• Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
• Exact optimal designs for computer experiments via kriging metamodelling
• Monotone (nonlinear) operators in Hilbert space
• ON A „MONOTONICITY” METHOD FOR THE SOLUTION OF NONLINEAR EQUATIONS IN BANACH SPACES
• Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets
• The design and analysis of computer experiments.

Cited in

(9)

• Financial and risk modelling with semicontinuous covariances
• G-optimal grid designs for kriging models
• Optimal designs for some bivariate cokriging models
• Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets
• Fredholm integral relation between compound estimation and prediction (FIRCEP)
• D-optimal designs for complex Ornstein-Uhlenbeck processes
• On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes
• Optimal design for correlated processes with input-dependent noise
• K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets

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