Asymptotically efficient prediction of a random field with a missspecified covariance function
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DOI10.1214/AOS/1176350690zbMATH Open0637.62088OpenAlexW2095541970MaRDI QIDQ1098531FDOQ1098531
Authors: Michael L. Stein 
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350690
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- Spatial designs and properties of spatial correlation: effects on covariance estimation
- Spatial dependence estimation using FFT of biased covariances
- Sparse sampling: spatial design for monitoring stream networks
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs
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- The Matérn model: a journey through statistics, numerical analysis and machine learning
- Maximum likelihood estimation of cloud height from multi-angle satellite imagery
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- Constructing and fitting models for cokriging and multivariable spatial prediction
- Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
- Asymptotic properties of multivariate tapering for estimation and prediction
- Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems
- A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation
- An application of the theory of equivalence of Gaussian measures to a prediction problem
- Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions
- On maximum likelihood estimation of parameters in incorrectly specified models of covariance for spatial data
- Estimating functions evaluated by simulation: a Bayesian/analytic approach
- A Fused Gaussian Process Model for Very Large Spatial Data
- A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- Predicting integrals of random fields using observations on a lattice
- Some asymptotic properties of kriging when the covariance function is misspecified
- Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
- Estimation of the spatial weighting matrix for regular lattice data -- an adaptive Lasso approach with cross-sectional resampling
- Equivalence and orthogonality of Gaussian measures on spheres
- On the consistent separation of scale and variance for Gaussian random fields
- Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics
- Optimising prediction error among completely monotone covariance sequences
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
- Interpolation of spatial data -- a stochastic or a deterministic problem?
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- A review of nonparametric hypothesis tests of isotropy properties in spatial data
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
- Asymptotically equivalent prediction in multivariate geostatistics
- On information about covariance parameters in Gaussian Matérn random fields
- Unifying compactly supported and Matérn covariance functions in spatial statistics
- Equivalence of Gaussian measures for some nonstationary random fields
- A simple condition for asymptotic optimality of linear predictions of random fields
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
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