Equidistant and D-optimal designs for parameters of Ornstein–Uhlenbeck process

In the present paper we provide a thorough study of small sample and asymptotical comparisons of the efficiencies of equidistant designs taking into account both the parameters of trend θθ, as well as the parameters of covariance function rr of the Ornstein–Uhlenbeck process. If only trend parameters are of interest, the designs covering more-or-less uniformly the whole design space are rather efficient. However significant difference between infill asymptotics for trend parameter and covariance parameter is observed. We are proving that the nn-point equidistant design for parameter θθ is D-optimal.