On the Computation of Optimal Designs for Certain time Series Models with Applications to Optimal Quantile Selection for Location or Scale Parameter Estimation
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Publication:3969738
DOI10.1137/0903015zbMath0503.62072OpenAlexW1974166849MaRDI QIDQ3969738
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
locationscaletime series modelsasymptotically best linear unbiased estimatoroptimal spacingsoptimal quantile selectioncomputation of optimal designs
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)
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