skip to content
 

Optimal designs for correlated observations

Presented by: 
H Dette Ruhr-Universität Bochum
Date: 
Friday 10th July 2015 - 13:30 to 14:15
Venue: 
INI Seminar Room 1
Abstract: 
In this talk we will relate optimal design problems for regression models with correlated observations to estimation problems in stochastic differential equations. By using "classical" theory of mathematical statistics for stochastic processes we provide a complete solution of the optimal design problem for a broad class of correlation structures.
The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons