Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators

DOI10.3150/22-BEJ1507MaRDI QIDQ2692544

Kristin Kirchner, David Bolin

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.07860

zbMATH Keywords

krigingGaussian measureselliptic differential operatorsWhittle-Matérn fields

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Inference from stochastic processes (62Mxx)

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