Abstract
The main aim of this paper is to help to clarify the situation which occurs in time series design problems when an infinite-dimensional regression experiment is to be performed. The notion of an approximate estimability of a functional defined on the space of regression functions, which arises in the case of an infinite-dimensional regression experiment, is discussed here (Theorem 2). Theorem 3 gives a condition under which designs optimal for finite-dimensional regression problems may be considered as approximately optimal also in the infinite-dimensional case. In section 3 some remarks about the possibility of comparing two designs with uncorrelated observations are given.
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© 1977 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Pázman, A. (1977). A Contribution to the Time Series Design Problems. In: Kožešnik, J. (eds) Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians. Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians, vol 7A. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-9910-3_47
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DOI: https://doi.org/10.1007/978-94-010-9910-3_47
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