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**1 - 1**of**1**### Predicting Integrals of Stochastic Processes Using Space-Time Data

"... Consider a stationary spatial process Z(x) = S(x) + ¸(x) on IR d where S(x) is the signal process and ¸(x) represents measurement errors. This paper studies asymptotic properties of the mean squared error for predicting the stochastic integral R D v(x)S(x) dx based on space-time observations ..."

Abstract
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Consider a stationary spatial process Z(x) = S(x) + ¸(x) on IR d where S(x) is the signal process and ¸(x) represents measurement errors. This paper studies asymptotic properties of the mean squared error for predicting the stochastic integral R D v(x)S(x) dx based on space-time observations on a fixed cube D ae IR d . The random noise process ¸(x) is assumed to vary with time t, and the covariance structure of the process is investigated. Under mild conditions, the asymptotic behavior of the mean squared predicting error is derived as the spatial distance between spatial sampling locations tends to zero and as time T increases to infinity. The asymptotic distribution of the prediction error is also studied. Key words and phrases. Centered sampling design, infill and increase-domain asymptotics, infinite moving-average processes, spectral density matrices. This research was partially supported by NSF Grant ATM-9417528. AMS 1991 subject classification. Primary 60G25, 60H05; ...