A note on optimal and asymptotically optimal designs for certain time series models. (English) Zbl 0522.62055
MSC:
62K05 | Optimal statistical designs |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
62K99 | Design of statistical experiments |
41A15 | Spline approximation |
62J05 | Linear regression; mixed models |