| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1149278 | Journal of Statistical Planning and Inference | 2011 | 9 Pages |
Abstract
In the paper we show that the equidistant sampling designs are optimal for the model of Brownian motion with a quadratic drift and for any of its submodels. This result holds for all Loewner isotonic criteria of parametric optimality continuous on the set of regular information matrices, as well as for the mean squared error of the best linear unbiased predictor.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Radoslav Harman, František Štulajter,