Predicting random fields with increasing dense observations
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Cites work
- 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?)
- 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: Many Parameters
- Designs for Regression Problems with Correlated Errors
- Designs for Regression Problems with Correlated Errors III
- Efficiency of linear predictors for periodic processes using an incorrect covariance function
- 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
(17)- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- Bayesian inference in STAR models using neighbourhood effects
- Asymptotic properties of multivariate tapering for estimation and prediction
- Robust Bayesian inference in STAR models with neighbourhood effects
- Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- Blind Construction of Optimal Nonlinear Recursive Predictors for Discrete Sequences
- Predicting integrals of random fields using observations on a lattice
- Fixed-domain asymptotics under Vecchia's approximation of spatial process likelihoods
- Convergence of the best linear predictor of a weakly stationary random field
- 2010 Rietz lecture: When does the screening effect hold?
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators
- High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
- Asymptotically equivalent prediction in multivariate geostatistics
- Asymptotic learning curves of kernel methods: empirical data versus teacher–student paradigm
- A simple condition for asymptotic optimality of linear predictions of random fields
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