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

DOI10.3150/22-BEJ1507arXiv2101.07860MaRDI QIDQ6358621

David Bolin, Kristin Kirchner

Publication date: 19 January 2021

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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