Optimal designs for comparing regression models with correlated   observations
  We consider the problem of efficient statistical inference for comparing two regression curves estimated from two samples of dependent measurements. Based on a representation of the best pair of linear unbiased estimators in continuous time models as a stochastic integral, an efficient pair of linear unbiased estimators with corresponding optimal designs for finite sample size is constructed. This pair minimises the width of the confidence band for the difference between the estimated curves. We thus extend results readily available in the literature to the case of correlated observations and provide an easily implementable and efficient solution. The advantages of using such pairs of estimators with corresponding optimal designs for the comparison of regression models are illustrated via numerical examples. 
Holger Dette, Kirsten Schorning, Maria Konstantinou
stat.ME