Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
Author:
Affiliation:
1. CEMSE Division, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia
2. Delft Institute of Applied Mathematics, Delft University of Technology, Delft, The Netherlands
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference34 articles.
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3. Stein, M.L. (1993). A simple condition for asymptotic optimality of linear predictions of random fields. Statist. Probab. Lett. 17 399–404. 10.1016/0167-7152(93)90261-G
4. Zhang, H. (2004). Inconsistent estimation and asymptotically equal interpolations in model-based geostatistics. J. Amer. Statist. Assoc. 99 250–261. 10.1198/016214504000000241
5. Guttorp, P. and Gneiting, T. (2006). Studies in the history of probability and statistics. XLIX. On the Matérn correlation family. Biometrika 93 989–995. 10.1093/biomet/93.4.989
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