Title of article
Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift
Author/Authors
Harman، نويسنده , , Radoslav and ?tulajter، نويسنده , , Franti?ek، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
9
From page
2750
To page
2758
Abstract
In the paper we show that the equidistant sampling designs are optimal for the model of Brownian motion with a quadratic drift and for any of its submodels. This result holds for all Loewner isotonic criteria of parametric optimality continuous on the set of regular information matrices, as well as for the mean squared error of the best linear unbiased predictor.
Keywords
Brownian motion , Loewner ordering , Prediction , Optimal design , Wiener Process , Estimation
Journal title
Journal of Statistical Planning and Inference
Serial Year
2011
Journal title
Journal of Statistical Planning and Inference
Record number
2221506
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