7.1 In the setting of ordinary kriging, show that the maximum likelihood estimator of ???? based on data x = [x1, ..., xn]

T, also known as the generalized least squares estimator, is given by ????̂ in (7.27). Hence, show that the formula for the predictor û(t0) in (7.28) is the same as ????Tx with ???? given in (7.21).

Similarly, in the setting of universal kriging, show that the maximum likelihood estimator of ???? is given by the GLS estimator ????̂ in the line above

(7.33). Hence, show that the formula predictor û(t0) in (7.33) is the same as

????Tx with ???? given in (7.30).