In this paper we describe the special role of moment theory for the construction of optimal designs in statistical regression models. A careful introduction in the problem of designing experiments for certain polynomial regression models is given, and it is demonstrated that the maximization of...

Classical spectral analysis is based on the discrete Fourier transform of the autocovariances. In this article we investigate the asymptotic properties of new frequency‐domain methods where the autocovariances in the spectral density are replaced by alternative dependence measures that can be...

We propose a new procedure for white noise testing of a functional time series. Our approach is based on an explicit representation of the 2‐distance between the spectral density operator and its best (2‐)approximation by a spectral density operator corresponding to a white noise process....

In a recent paper Paparoditis (2000) proposed a new goodness-of-fit test for time series models based on spectral density estimation. The test statistic is based on the distance between a kernel estimator of the ratio of the true and the hypothesized spectral density and the expected value of...