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

DOI10.1137/0903015MaRDI QIDQ3969738zbMATH OpenOpenAlexFDO

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)

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

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