Asymptotically efficient prediction of a random field with a missspecified covariance function
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Publication:1098531
DOI10.1214/aos/1176350690zbMath0637.62088OpenAlexW2095541970MaRDI QIDQ1098531
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350690
asymptotic efficiencyKrigingBest linear unbiased predictorsmisspecified covariance functionmutual absolute continuity of Gaussian measures
Random fields (60G60) Inference from stochastic processes and prediction (62M20) Continuity and singularity of induced measures (60G30)
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