Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
固定域渐近下广义 Wendland 协方差函数的估计与预测
We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As for the Matérn case, this class allows for a continuous parameterization of smoothness of the underlying Gaussian random field, being additionally compactly supported. The paper is divided into three parts: first, we characterize the equivalence of two Gaussian measures with GW covariance function, and we…