8.5 (Mardia and Goodall, 1993). Using the notation from Section 8.5, assume the tensor product model (8.4) for processes X1(t), ..., Xq(t). Given data on each process at sites, t1, ..., tn, confirm that the covariance matrix of the data can be written in the form Σ∗∗ = A ⊗ Σ. Show that in the formula for the GLS estimate of ????∗ and for the kriging predictor x∘ that the matrix A cancels out, and these quantities are the same as if GLS estimation and prediction were carried out on each variable separately