Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154289 | Statistics & Probability Letters | 2016 | 9 Pages |
Abstract
In the one-parameter regression model with AR(1)(1) and AR(2)(2) errors we find explicit expressions and a continuous approximation of the optimal discrete design for the signed least square estimator. The results are used to derive the optimal variance of the best linear estimator in the continuous time model and to construct efficient estimators and corresponding optimal designs for finite samples.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky,