Prediction in regression models with continuous observations

DOI10.1007/S00362-023-01465-6MaRDI QIDQ6579409zbMATHFDO

Authors Holger Dette, Andrey Pepelyshev, A. Zhigljavsky

Publication date 25 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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)

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Cites work

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

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