Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift
DOI10.1016/J.JSPI.2011.02.025zbMATH Open1213.62133OpenAlexW2036555784MaRDI QIDQ538129FDOQ538129
Authors: František Štulajter, Radoslav Harman 
Publication date: 23 May 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.02.025
Recommendations
- Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
- Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
- Sample size calculations for studies designed to evaluate diagnostic test accuracy
- Exactly optimal sampling designs for processes with a product covariance structure
- Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes
Markov processes: estimation; hidden Markov models (62M05) Sampling theory, sample surveys (62D05) Optimal statistical designs (62K05) Brownian motion (60J65)
Cites Work
- Designs for Regression Problems With Correlated Errors: Many Parameters
- Title not available (Why is that?)
- Title not available (Why is that?)
- Best Linear Unbiased Prediction in the Generalized Linear Regression Model
- Designs for Regression Problems with Correlated Errors
- Optimal design for parameter estimation of the Ornstein-Uhlenbeck process
- Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
- Exact optimal designs for weighted least squares analysis with correlated errors
- Exactly optimal sampling designs for processes with a product covariance structure
- Title not available (Why is that?)
Cited In (5)
- Robust optimal designs using a model misspecification term
- Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes
- Optimal designs in regression with correlated errors
- Optimality of AIC in inference about Brownian motion
- Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
This page was built for publication: Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q538129)
