Robustness of Design Against Autocorrelation in Time II: Optimality, Theoretical and Numerical Results for the First-Order Autoregressive Process
研究在一阶自回归误差下,实验设计对自相关干扰的稳健性,给出最优设计及其理论证明和数值验证,对需要处理时间序列数据的统计学家有用。
P. J. Bickel, Agnes M. Herzberg, M. F. Schilling, Robustness of Design Against Autocorrelation in Time II: Optimality, Theoretical and Numerical Results for the First-Order Autoregressive Process, Journal of the American Statistical Association, Vol. 76, No. 376 (Dec., 1981), pp. 870-877