Predicting random fields with increasing dense observations
From MaRDI portal
This paper deals with the spectral characteristics of the errors of optimal linear predictors for weakly stationary random fields. The work gives a number of new rates of convergence to optimality for predictors based on an incorrect spectral density when the ratio of the incorrect to the correct spectral density tends to 1 at high frequencies.
Recommendations
- A simple condition for asymptotic optimality of linear predictions of random fields
- Efficiency of linear predictors for periodic processes using an incorrect covariance function
- Predicting integrals of random fields using observations on a lattice
- Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
- Asymptotically efficient prediction of a random field with a missspecified covariance function
Cites work
- A note on optimal and asymptotically optimal designs for certain time series models
- A simple condition for asymptotic optimality of linear predictions of random fields
- An Approach to Statistical Spatial-Temporal Modeling of Meteorological Fields
- Asymptotic optimality of regular sequence designs
- Bounds on the efficiency of linear predictions using an incorrect covariance function
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- Designs for Regression Problems with Correlated Errors
- Designs for Regression Problems with Correlated Errors III
- Designs for Regression Problems With Correlated Errors: Many Parameters
- Efficiency of linear predictors for periodic processes using an incorrect covariance function
- scientific article; zbMATH DE number 3116744 (Why is no real title available?)
- scientific article; zbMATH DE number 48826 (Why is no real title available?)
- scientific article; zbMATH DE number 52492 (Why is no real title available?)
- scientific article; zbMATH DE number 3456359 (Why is no real title available?)
- scientific article; zbMATH DE number 3608897 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- Projection with the wrong Inner Product and its Application to Regression with Correlated Errors and Linear Filtering of Time Series
- Regression design for some equivalence classes of kernels
- That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
- The Shannon sampling theorem—Its various extensions and applications: A tutorial review
- Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
Cited in
(18)- Fixed-domain asymptotic properties of tapered maximum likelihood estimators
- Efficiency of linear predictors for periodic processes using an incorrect covariance function
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- Predicting integrals of random fields using observations on a lattice
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
- Convergence of the best linear predictor of a weakly stationary random field
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
- Asymptotically equivalent prediction in multivariate geostatistics
- Asymptotic properties of multivariate tapering for estimation and prediction
- Blind Construction of Optimal Nonlinear Recursive Predictors for Discrete Sequences
- 2010 Rietz lecture: When does the screening effect hold?
- Bayesian inference in STAR models using neighbourhood effects
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- Asymptotic learning curves of kernel methods: empirical data versus teacher–student paradigm
- Fixed-domain asymptotics under Vecchia's approximation of spatial process likelihoods
- A simple condition for asymptotic optimality of linear predictions of random fields
- Robust Bayesian inference in STAR models with neighbourhood effects
This page was built for publication: Predicting random fields with increasing dense observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1296596)
