Predicting integrals of random fields using observations on a lattice

DOI10.1214/AOS/1034713643MaRDI QIDQ1922375zbMATH OpenOpenAlexFDO

Authors Michael L. Stein

Publication date 12 February 1997

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1034713643

zbMATH Keywords

numerical integrationspatial statisticsspectral densityoptimal predictionstationary random fieldmean-squared errorinfinite latticeunit cubeasymptotic behavior of predictors

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3934272 (Why is no real title available?)
• scientific article; zbMATH DE number 52492 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Asymptotic properties of centered systematic sampling for predicting integrals of spatial processes
• Random designs for estimating integrals of stochastic processes
• Spatial variation. 2nd ed

Cited in

(9)

• Optimal sampling designs for nonparametric estimation of spatial averages of random fields
• Probabilistic integration: a role in statistical computation?
• Prediction intervals for integrals of Gaussian random fields
• Development of the kriging method with application.
• Adjusted Euler--MacLaurin Predictor for Integrating Smooth Spatial Processes
• Locally lattice sampling designs for isotropic random fields
• Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
• scientific article; zbMATH DE number 3980146 (Why is no real title available?)
• A simple condition for asymptotic optimality of linear predictions of random fields

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Uses Software

• spatial

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