The Many Forms of Co-kriging: A Diversity of Multivariate Spatial Estimators

Abstract

In this expository review paper, we show that co-kriging, a widely used geostatistical multivariate optimal linear estimator, has a diverse range of extensions that we have collected and illustrated to show the potential of this spatial interpolator. In the context of spatial stochastic processes, this paper covers scenarios including increasing the spatial resolution of a spatial variable (downscaling), solving inverse problems, estimating directional derivatives, and spatial interpolation taking boundary conditions into account. All these spatial interpolators are optimal linear estimators in the sense of being unbiased and minimising the variance of the estimation error.