Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148175 | Journal of Statistical Planning and Inference | 2014 | 13 Pages |
Abstract
For processes governed by linear ItÅ stochastic differential equations of the form dX(t)=[a(t)+b(t)X(t)]dt+Ï(t)dW(t), we discuss the existence of optimal sampling designs with strictly increasing sampling times. We derive an asymptotic Fisher information matrix, which we take as a reference in assessing the quality of the finite-point sampling designs. The results are extended to a broader class of ItÅ stochastic differential equations. We give an example based on the Gompertz tumour growth law.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
VladimÃr Lacko,