Asymptotic optimal designs under long-range dependence error structure

dc.contributor.authorDette, Holgerde
dc.contributor.authorLeonenko, Nikolaide
dc.contributor.authorPepelyshev, Andreyde
dc.contributor.authorZhigljavsky, Anatolyde
dc.date.accessioned2009-10-29T10:15:43Z
dc.date.available2009-10-29T10:15:43Z
dc.date.issued2009-07-01de
dc.description.abstractWe 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.en
dc.identifier.urihttp://hdl.handle.net/2003/26487
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-12654
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823; 13/2009de
dc.subjectasymptotic optimal designsen
dc.subjectlinear regressionen
dc.subjectlong range dependenceen
dc.subject.ddc310de
dc.subject.ddc330de
dc.subject.ddc620de
dc.titleAsymptotic optimal designs under long-range dependence error structureen
dc.typeTextde
dc.type.publicationtypereportde
dcterms.accessRightsopen access

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