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Optimal designs for correlated observations

Presented by: 
H Dette Ruhr-Universität Bochum
Friday 10th July 2015 - 13:30 to 14:15
INI Seminar Room 1
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.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons