Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets

Sandor Baran, Milan Stehlik

Research output: Contribution to journalArticlepeer-review

Abstract

Measurement on sets with a specific geometric shape can be of interest for many important applications (e.g., measurement along the isotherms in structural engineering). The properties of optimal designs for estimating the parameters of shifted Ornstein–Uhlenbeck sheets are investigated when the processes are observed on monotonic sets. For Ornstein–Uhlenbeck sheets monotonic sets relate well to the notion of non-reversibility. Substantial differences are demonstrated between the cases when one is interested only in trend parameters and when the whole parameter set is of interest. The theoretical results are illustrated by simulated examples from the field of structure engineering. From the design point of view the most interesting finding of the paper is the possible loss of efficiency of the regular grid design compared to the optimal monotonic design.
Original languageEnglish
Pages (from-to)114-124
Number of pages11
JournalStatistics and Probability Letters
Volume99
DOIs
Publication statusPublished - 2015

Fields of science

  • 101018 Statistics
  • 101024 Probability theory
  • 101029 Mathematical statistics
  • 102009 Computer simulation
  • 509 Other Social Sciences

JKU Focus areas

  • Computation in Informatics and Mathematics
  • Engineering and Natural Sciences (in general)

Cite this