| Abstract: | Several authors have previously discussed the problem of obtaining asymptotically optimal design sequences for estimating the path of a stochastic process using intricate analytical techniques. In this note, an alternative treatment is provided for obtaining asymptotically optimal sampling designs for estimating the path of a second order stochastic process with known covariance function. A simple estimator is proposed which is asymptotically equivalent to the full‐fledged best linear unbiased estimator and the entire asymptotics are carried out through studying this estimator. The current approach lends an intuitive statistical perspective to the entire estimation problem. |
