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

DOI10.1016/S0378-3758(96)00088-2MaRDI QIDQ1361760zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

fixed-domain asymptoticsGaussian processkrigingspatial statistics

Mathematics Subject Classification ID

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

Recommendations

• Predicting random fields with increasing dense observations
• Bounds on the efficiency of linear predictions using an incorrect covariance function
• Asymptotically efficient prediction of a random field with a missspecified covariance function
• A simple condition for asymptotic optimality of linear predictions of random fields

Cites work

• A simple condition for asymptotic optimality of linear predictions of random fields
• Analysing Data from Hormone-Receptor Assays
• Bounds on the efficiency of linear predictions using an incorrect covariance function
• scientific article; zbMATH DE number 3858094 (Why is no real title available?)
• scientific article; zbMATH DE number 3608897 (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
• Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure

Cited in

(8)

• Predicting random fields with increasing dense observations
• Bounds on the efficiency of linear predictions using an incorrect covariance function
• 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
• Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
• Asymptotic properties of multivariate tapering for estimation and prediction
• An application of the theory of equivalence of Gaussian measures to a prediction problem
• An asymptotic study of the joint maximum likelihood estimation of the regularity and the amplitude parameters of a periodized Matérn model

This page was built for publication: Efficiency of linear predictors for periodic processes using an incorrect covariance function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361760)