Highly Influenced

@inproceedings{Wiens2003MinimaxRD, title={Minimax regression designs for approximately linear models with autocorrelated errors}, author={Douglas P. Wiens and Jianhui Zhou}, year={2003} }

- Published 2003

We study the construction of regression designs, when the random errors are autocorrelated. Our model of dependence assumes that the spectral density g(~o) of the error process is of the form g ( o ) = (1 -a)go(~O ) + ~gl(o), where go(CO) is uniform (corresponding to uncorrelated errors), ct ~ [0, 1) is fixed, and gx(to) is arbitrary. We consider regression responses which are exactly, or only approximately, linear in the parameters. Our main results are that a design which is asymptotically… CONTINUE READING