|Title:||Asymptotic optimal designs under long-range dependence error structure|
|Abstract:||We discuss the optimal design problem in regression models with long range dependence error structure. Asymptotic optimal designs are derived and it is demonstrated that these designs depend only indirectly on the correlation function. Several examples are investigated to illustrate the theory. Finally the optimal designs are compared with asymptotic optimal designs, which were derived by Bickel and Herzberg (1979) for regression models with short range dependent error.|
|Subject Headings:||asymptotic optimal designs|
long range dependence
|Appears in Collections:||Sonderforschungsbereich (SFB) 823|
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