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K-optimal designs for parameters of shifted Ornstein–Uhlenbeck processes and sheets

  • Published:2017-07 Issue: Volume:186 Page:28-41
  • ISSN:0378-3758
  • Container-title:Journal of Statistical Planning and Inference
  • language:en
  • Short-container-title:Journal of Statistical Planning and Inference

Author:

Baran Sándor

Funder

János Bolyai Research Scholarship of the Hungarian Academy of Sciences

Hungarian–Austrian intergovernmental S&T cooperation program

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference28 articles.

1. Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes;Abt;Canad. J. Statist.,1998

2. Exact optimal designs for computer experiments via Kriging metamodelling;Baldi Antognini;J. Statist. Plann. Inference,2010

3. Estimation of the mean of stationary and nonstationary Ornstein–Uhlenbeck processes and sheets;Baran;Comput. Math. Appl.,2003

4. Parameter estimation in linear regression driven by a Gaussian sheet;Baran;Acta Sci. Math. (Szeged),2012

5. On the optimal designs for prediction of Ornstein–Uhlenbeck sheets;Baran;Statist. Probab. Lett.,2013

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. G‐optimal grid designs for kriging models;Scandinavian Journal of Statistics;2023-12-11

2. K-optimal designs for the second-order Scheffé polynomial model;Communications in Statistics - Theory and Methods;2023-11-16

3. D-optimal designs for complex Ornstein–Uhlenbeck processes;Journal of Statistical Planning and Inference;2018-12

4. Bayesian Optimization Based on K-Optimality;Entropy;2018-08-09
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