| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7547091 | Journal of Statistical Planning and Inference | 2018 | 14 Pages |
Abstract
This paper studies the properties of D-optimal designs for estimating the parameters of a complex OU process with a trend. In special situations we show that in contrast with the case of the classical real OU process, a D-optimal design exists not only for the trend parameter, but also for joint estimation of the covariance parameters, moreover, these optimal designs are equidistant.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Sándor Baran, Csilla Szák-Kocsis, Milan StehlÃk,