34 citations · 64 across the 22 of their papers we have counts for
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stat.ME2016
Best linear unbiased estimators in continuous time regression models
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
In this paper the problem of best linear unbiased estimation is investigated for continuous-time regression models. We prove several general statements concerning the explicit form…
math.ST2016
Optimal designs for regression models with autoregressive errors structure
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
In the one-parameter regression model with AR(1) and AR(2) errors we find explicit expressions and a continuous approximation of the optimal discrete design for the signed least sq…