Information loss on the dependence parameter due to incomplete data from a one-parameter spatial gaussian process

Abstract

The Fisher information loss on the dependence parameter is considered for three one-parameter Gaussian processes on a rectangular lattice when some values are not observed. Formulae are given for the general case, and simplified versions for two of the special cases. Approximations are considered, and cases with a small number of missing sites are compared.

Keywords:

• correlation
• missing values
• spatial process