Efficiency of linear predictors for periodic processes using an incorrect covariance function

DOI10.1016/S0378-3758(96)00088-2zbMATH Open0877.62084OpenAlexW1973885349MaRDI QIDQ1361760FDOQ1361760

Authors: Michael L. Stein 

Publication date: 23 November 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00088-2

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zbMATH Keywords

Gaussian processspatial statisticskrigingfixed-domain asymptotics

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Analysing Data from Hormone-Receptor Assays
• Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
• Title not available (Why is that?)
• A simple condition for asymptotic optimality of linear predictions of random fields
• Bounds on the efficiency of linear predictions 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

Cited In (6)

• 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
• An application of the theory of equivalence of Gaussian measures to a prediction problem
• Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
• Predicting random fields with increasing dense observations
• Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators

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