Accession Number:

ADA109546

Title:

Asymptotically Optimal Designs for Some Time Series Models.

Descriptive Note:

Technical rept.,

Corporate Author:

SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS

Report Date:

1981-11-01

Pagination or Media Count:

4.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE