Parametric estimation for Gaussian fields indexed by graphs (Q2249584)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation for Gaussian fields indexed by graphs |
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Parametric estimation for Gaussian fields indexed by graphs (English)
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2 July 2014
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The authors extend some classical results from time series to spatial fields over general graphs and provide a new framework to define a class of stationary Gaussian processes on graphs. They extend Whittle's maximum likelihood estimation of the parameters for the corresponding spectral density and show their asymptotic optimality.
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Gaussian processes on graphs
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maximum likelihood estimation
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spectral density
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