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

DOI10.1016/S0378-3758(96)00088-2zbMath0877.62084OpenAlexW1973885349MaRDI QIDQ1361760

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

krigingspatial statisticsGaussian processfixed-domain asymptotics

Mathematics Subject Classification ID

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

Related Items (5)

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 ⋮ Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators ⋮ Predicting random fields with increasing dense observations ⋮ Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model

Cites Work

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• A simple condition for asymptotic optimality of linear predictions of random fields
• Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
• Bounds on the efficiency of linear predictions using an incorrect covariance function
• Analysing Data from Hormone-Receptor Assays
• Projection with the wrong Inner Product and its Application to Regression with Correlated Errors and Linear Filtering of Time Series

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