Robustness of Design against Autocorrelation in Time II: Optimally, Theoretical and Numerical Results for the First-Order Autoregressive Process
时间自相关下设计的稳健性（二）：一阶自回归过程的最优性与数值结果
The optimum design and its efficiency relative to the uniform design for estimating the mean of a stationary First-order autoregressive process plus an independent error are characterized completely. This is related to the work of Jones (1948), Optimum designs and variances of least squares estimates are calculated numerically for the problem of estimating the slope in a simple linear regression when the errors follow the above structure, for a range of values of the sample…