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
Link To Document :
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