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

Journal of Statistical Planning and Inference

Volumn 58, Issue 2, 1997, Pages 321-331

  Stein, Michael L ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Fixed domain asymptotics; Gaussian process; Kriging; Spatial statistics

Indexed keywords

EID: 0031536997     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(96)00088-2     Document Type: Article

References (7)

1. Cleveland, W.S. (1971). Projection with the wrong inner product and its application to regression with correlated errors and linear filtering of time series. Ann. Math. Statist. 42, 616-624.
2. Cressie, N.A.C. (1993). Statistics for Spatial Data, revised edition. Wiley, New York.
3. Ibragimov, I.A. and Y.A. Rozanov (1978). Gaussian Random Processes, translator A.B. Aries. Springer, New York.
4. Stein, M.L. (1990a). Bounds on the efficiency of linear predictions using an incorrect covariance function. Ann. Statist. 18, 1116-1138.
5. Stein, M.L. (1990b), Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure, Ann. Statist. 18, 850-872.
6. Stein, M.L. (1993). A simple condition for asymptotic optimality of linear predictions of random fields. Statist. Probab. Lett. 17, 399-404.
7. Yadrenko, M.I. (1983). Spectral Theory of Random Fields. Optimization Software, New York.