Asymptotic optimal designs under long-range dependence error structure

dc.contributor.author	Dette, Holger	de
dc.contributor.author	Leonenko, Nikolai	de
dc.contributor.author	Pepelyshev, Andrey	de
dc.contributor.author	Zhigljavsky, Anatoly	de
dc.date.accessioned	2009-10-29T10:15:43Z
dc.date.available	2009-10-29T10:15:43Z
dc.date.issued	2009-07-01	de
dc.description.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.	en
dc.identifier.uri	http://hdl.handle.net/2003/26487
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-12654
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823; 13/2009	de
dc.subject	asymptotic optimal designs	en
dc.subject	linear regression	en
dc.subject	long range dependence	en
dc.subject.ddc	310	de
dc.subject.ddc	330	de
dc.subject.ddc	620	de
dc.title	Asymptotic optimal designs under long-range dependence error structure	en
dc.type	Text	de
dc.type.publicationtype	report	de
dcterms.accessRights	open access

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