Asymptotically Optimal Designs for Some Time Series Models.

Abstract

The limiting behaviour (as the sample size increases) of the BLUE of the regression coefficients is investigated in the case that derivative information is not available. Using the results of Barrow and Smith (1979) on the asymptotic properties of optimal quadrature formulas several results obtained by Eubank, Smith and Smith (1981) are extended to a multiparameter setting and a wider class of processes which includes multiple integrals of Brownian motion. The asymptotic behaviour of the variance of the BLUE is characterized in terms of the density defining the designs and densities which generate asymptotically optimal design sequences are provided for several optimality criteria. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1981
Accession Number
ADA109546

Entities

People

  • Patricia L. Smith
  • Philip W. Smith
  • Randall L. Eubank

Organizations

  • Southern Methodist University

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Boundary Value Problems
  • Brownian Motion
  • Covariance
  • Data Science
  • Governments
  • Hilbert Space
  • Information Science
  • Integrals
  • Military Research
  • Observation
  • Regression Analysis
  • Sequences
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.