Asymptotic optimal designs under long-range dependence error structure
From MaRDI portal
Publication:605883
DOI10.3150/09-BEJ185zbMath1200.62084arXiv1001.1817MaRDI QIDQ605883
Andrey Pepelyshev, Dette, Holger, Nikolai N. Leonenko, Anatoly A. Zhigljavsky
Publication date: 15 November 2010
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.1817
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Contrasts under long-range correlations
- Asymptotic properties of the LSE in a regression model with long-memory stationary errors
- Asymptotic theory of nonlinear regression with long-range dependence
- On estimation of a regression model with long-memory stationary errors
- Long memory relationships and the aggregation of dynamic models
- On large-sample estimation for the mean of a stationary random sequence
- Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
- Harmonic analysis and boundary value problems in the complex domain
- Completely monotone generalized Mittag-Leffler functions
- Semiparametric analysis of long-range dependence in nonlinear regression
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
- Power-law correlations, related models for long-range dependence and their simulation
- ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE
- Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
- Robustness of Design Against Autocorrelation in Time II: Optimality, Theoretical and Numerical Results for the First-Order Autoregressive Process
- Designs for Regression Problems with Correlated Errors
- Designs for Regression Problems With Correlated Errors: Many Parameters
- Regularly varying functions
- Applications of necessary and sufficient conditions for maximin efficient designs
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
This page was built for publication: Asymptotic optimal designs under long-range dependence error structure