Dette, HolgerLeonenko, NikolaiPepelyshev, AndreyZhigljavsky, Anatoly2009-10-292009-10-292009-07-01http://hdl.handle.net/2003/2648710.17877/DE290R-12654We 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.enDiscussion Paper / SFB 823; 13/2009asymptotic optimal designslinear regressionlong range dependence310330620report