Background readings

Spatial estimation:
Alan E. Gelfand, Peter J. Diggle, Montserrat Fuentes and Peter Guttorp, eds. (2010): Handbook of Spatial Statistics. Section 2, Continuous Spatial Variation. Chapman & Hall/CRC Press:
Ordinary kriging: ch. 2.8
Universal kriging: ch. 3.7

Estimated covariance:
Zimmerman, D. L. and Cressie, N (1992): Mean squared prediction error in the spatial linear model with estimated covariance parameters. Annals of the Institute of Statistical Mathematics 44: 27-43.

M. L. Stein: Interpolation of spatial data : some theory for kriging. Springer 1999.
Gelfand et al. ch. 6