On the Computation of Optimal Designs for Certain time Series Models with Applications to Optimal Quantile Selection for Location or Scale Parameter Estimation

DOI10.1137/0903015zbMATH Open0503.62072OpenAlexW1974166849MaRDI QIDQ3969738FDOQ3969738

Authors: R. L. Eubank, Patricia L. Smith, Philip W. Smith 

Publication date: 1982

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/85fc302ea8db0eda0abdad264f29ffda72947ad0

zbMATH Keywords

locationtime series modelsscaleasymptotically best linear unbiased estimatoroptimal spacingsoptimal quantile selectioncomputation of optimal designs

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Optimal statistical designs (62K05)

Cited In (2)

• Estimation of regression coefficients in case of differentiable error processes
• Sampling designs for regression coefficient estimation with correlated errors

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