Equivalence of Gaussian measures for some nonstationary random fields
type: Item
instance of: scholarly article
title: Equivalence of Gaussian measures for some nonstationary random fields
zbMATH Open document ID: 1057.60034
DOI: 10.1016/S0378-3758(03)00144-7
author: Michael L. Stein
published in: Journal of Statistical Planning and Inference
publication date: 2004-10-04T00:00:00Z
review text: The author shows that results on equivalence for two stationary Gaussian random field models extend in a natural way to the equivalence of a stationary model and a power law model. This result is used to show that if we use a power law model for predicting a random field at unobserved locations when in fact the random field is stationary, we can obtain asymptotically optimal predictions as long as the high frequency behavior of the true spectral density is sufficiently close to the high frequency behavior of the spectral density of the power law model.
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G30
zbMATH DE Number: 2105702
zbMATH Keywords: Kriging
zbMATH Keywords: intrinisic random functions
zbMATH Keywords: fractional Brownian field
zbMATH Keywords: fixed-domain asymptotics
zbMATH Keywords: power law generalized covariance
reviewed by: Zdzisław Rychlik
MaRDI profile type: Publication
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full work available at URL: s0378-3758(03)00144-7
OpenAlex ID: W2067509732
description: scientific article; zbMATH DE number 2105702