Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/317016 
Erscheinungsjahr: 
2023
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[Journal:] Statistical Papers [ISSN:] 1613-9798 [Volume:] 65 [Issue:] 4 [Publisher:] Springer Berlin Heidelberg [Place:] Berlin/Heidelberg [Year:] 2023 [Pages:] 1985-2009
Verlag: 
Springer Berlin Heidelberg, Berlin/Heidelberg
Zusammenfassung: 
Abstract We consider the problem of predicting values of a random process or field satisfying a linear model y(x)=θ⊤f(x)+ε(x), where errors ε(x)are correlated. This is a common problem in kriging, where the case of discrete observations is standard. By focussing on the case of continuous observations, we derive expressions for the best linear unbiased predictors and their mean squared error. Our results are also applicable in the case where the derivatives of the process y are available, and either a response or one of its derivatives need to be predicted. The theoretical results are illustrated by several examples in particular for the popular Matérn 3/2 kernel.
Schlagwörter: 
Optimal prediction
Correlated observations
Kriging
Best linear unbiased estimation
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