D-optimal designs for complex Ornstein–Uhlenbeck processes-Reference-Cited by-同舟云学术

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D-optimal designs for complex Ornstein–Uhlenbeck processes

Published:2018-12 Issue: Volume:197 Page:93-106
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,Szák-Kocsis Csilla,Stehlík Milan

Funder

Hungarian – Austrian intergovernmental S&T

János Bolyai Research Scholarship of the Hungarian Academy of Sciences

FONDECYT

Publisher

Elsevier BV

Subject

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

Reference32 articles.

1. Confidence limits for the parameter λ of a complex stationary Gaussian-Markovian process;Arató;Theory Probab. Appl.,1968

2. Linear Stochastic Systems with Constant Coefficients. A Statistical Approach;Arató,1982

3. Functionals of complex Ornstein–Uhlenbeck processes;Arató;Comput. Math. Appl.,1999

4. Estimation of the parameters of a complex stationary Gaussian Markov process;Arató;Dokl. Akad. Nauk SSSR,1962

5. Statistical Dynamics–Matter Out of Equilibrium;Balescu,1997

Cited by 2 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. On Equidistant Designs, Symmetries and Their Violations in Multivariate Models;Contemporary Experimental Design, Multivariate Analysis and Data Mining;2020

2. On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes;Communications in Statistics - Theory and Methods;2019-07-31

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