Authors: Dette, Holger
Leonenko, Nikolai
Pepelyshev, Andrey
Zhigljavsky, Anatoly
Title: Asymptotic optimal designs under long-range dependence error structure
Language (ISO): en
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
linear regression
long range dependence
URI: http://hdl.handle.net/2003/26487
http://dx.doi.org/10.17877/DE290R-12654
Issue Date: 2009-07-01
Appears in Collections:Sonderforschungsbereich (SFB) 823

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