Exactly optimal sampling designs for processes with a product covariance structure

DOI10.2307/3315904MaRDI QIDQ4458920zbMATH OpenOpenAlexFDO

Authors Bhramar Mukherjee

Publication date 25 March 2004

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315904

zbMATH Keywords

asymptotic optimalityintegrated mean squared errormaximum mean squared errorproduct covariance structureexactly optimal sampling design

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• Approximation of linear operators on a Wiener space
• Average-case analysis of numerical problems
• Designs for Regression Problems With Correlated Errors: Many Parameters
• Designs for Regression Problems with Correlated Errors
• Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
• Optimal designs for approximating the path of a stochastic process
• Quasi-Monte Carlo methods and pseudo-random numbers
• Sampling designs for estimation of a random process
• Some exact optimal designs for linear covariance functions in one dimension

Cited in

(4)

• Robust optimal designs using a model misspecification term
• Optimal prediction designs in finite discrete spectrum linear regression models
• A NOTE ON SAMPLING DESIGNS FOR RANDOM PROCESSES WITH NO QUADRATIC MEAN DERIVATIVE
• Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift

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