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