INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS

DOI10.1081/STA-100001556zbMath0993.62069MaRDI QIDQ4541766

Julie Zhou

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

autocorrelation; moving average processes; integer designs; annealing algorithms; finite design spaces

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62K25: Robust parameter designs

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Minimax A- and D-optimal integer-valued wavelet designs for estimation, Discrete M-robust designs for regression models, On exact minimax wavelet designs obtained by simulated annealing

Cites Work

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