Uniqueness and Eventual Uniqueness of Optimal Designs in some Time Series Model, II.

Abstract

Earlier results on the uniqueness and eventual uniqueness of optimal designs for certain time series models are extended to a wider class of processes which includes those with covariance structures such as that of multiple integrals of Brownian motion and Brownian bridge processes. The relationship between the problems of regression design for time series and piecewise polynomial approximation with free breakpoints is discussed and, consequently, asymptotic results obtained by Sacks and Ylvisaker (1970) are seen to hold under weaker assumptions for these processes.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1981
Accession Number
ADA109545

Entities

People

  • P. W. Smith
  • Philip L. Smith
  • R. L. Eubank

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Brownian Motion
  • Computations
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Hilbert Space
  • Information Science
  • Integrals
  • Military Research
  • Polynomials
  • Regression Analysis
  • Statistical Analysis
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Software Engineering
  • Statistical inference.