A simple condition for asymptotic optimality of linear predictions of random fields

DOI10.1016/0167-7152(93)90261-GzbMath0779.62093OpenAlexW1972767376MaRDI QIDQ689535

Michael L. Stein

Publication date: 12 December 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90261-g

zbMATH Keywords

kriginginfill asymptoticsasymptotic optimalitystationary random fieldbounded regionequivalence of Gaussian measuresincorrect spectral densitylinear predictions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40)

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Cites Work

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• Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
• Bounds on the efficiency of linear predictions using an incorrect covariance function
• Analysing Data from Hormone-Receptor Assays
• On Absolute Continuity of Measures Corresponding to Homogeneous Gaussian Fields
• Projection with the wrong Inner Product and its Application to Regression with Correlated Errors and Linear Filtering of Time Series

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