Uniqueness and Eventual Uniqueness of Optimal Designs in some Time Series Model, II.
SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
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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.
- Statistics and Probability