Abstract
This work investigates some spectral characteristics of the errors of optimal linear predictors for weakly stationary random fields. More specifically, for errors of optimal linear predictors, results here explicitly bound the fraction of the variance attributable to some set of frequencies. Such a bound is first obtained for random fields on
Citation
Michael L. Stein. "Predicting random fields with increasing dense observations." Ann. Appl. Probab. 9 (1) 242 - 273, February 1999. https://doi.org/10.1214/aoap/1029962604
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