4 problems

Let $\boldsymbol\theta_1$ denote the covariance parameters used in the predictor, and let its maximum likelihood estimator replace $\boldsymbol\theta_1$ in the variance ratio from…

Let $w(\cdot)$ be the underlying spatial process in the Gaussian spatial process model with nugget, and consider estimating it from increasingly dense observations on a finite inte…

Let $\nu\in(1,+\infty)$ be a noninteger smoothness parameter, let $\mathcal{F}_p$ be the mean function space, and let the design set be a finite set whose cardinality is sufficient…

Let $Z(\boldsymbol{s}_0)$ be the process value at an unobserved location, let $\widehat{Z}_{n}(\mu,\kappa,\beta_1)$ be the predictor based on $n$ observations, and let…