Prediction in regression models with continuous observations

DOI10.1007/S00362-023-01465-6zbMATH Open1541.62157MaRDI QIDQ6579409FDOQ6579409

Authors: Holger Dette, Andrey Pepelyshev, A. Zhigljavsky 

Publication date: 25 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 750691
• Interpolation and optimal linear prediction
• scientific article; zbMATH DE number 597677
• The BLUE in continuous-time regression models with correlated errors
• Best unbiased prediction for Gaussian and log-Gaussian processes

zbMATH Keywords

krigingcorrelated observationsoptimal predictionbest linear unbiased estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Inference from stochastic processes and prediction (62M20)

Cites Work

• Interpolation of spatial data. Some theory for kriging
• The design and analysis of computer experiments.
• Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction
• Gaussian processes for machine learning.
• Statistics for spatial data
• Testing for separability of spatial\,-\,temporal covariance functions
• Statistical Inference for Spatial Processes
• An Approach to Time Series Analysis
• Effective observation of random processes using derivatives
• Designing combined physical and computer experiments to maximize prediction accuracy
• The BLUE in continuous-time regression models with correlated errors

This page was built for publication: Prediction in regression models with continuous observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579409)