Parametric estimation for Gaussian fields indexed by graphs

DOI10.1007/s00440-013-0503-2zbMath1296.62179MaRDI QIDQ2249584

Fabrice Gamboa, Thibault Espinasse, Jean-Michel Loubes

Publication date: 2 July 2014

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-013-0503-2

zbMATH Keywords

maximum likelihood estimation; spectral density; Gaussian processes on graphs

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60G60: Random fields

60G15: Gaussian processes

62M15: Inference from stochastic processes and spectral analysis

Uses Software

• GMRFLib
• itsmr

Cites Work

• Ergodic theory on stationary random graphs
• Multiple local Whittle estimation in stationary systems
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• Semi-parametric estimation of shifts
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• Edge effects and efficient parameter estimation for stationary random fields
• A Survey on Spectra of infinite Graphs
• Parameter estimation for a stationary process on a d-dimensional lattice
• On the isoperimetry of graphs with many ends
• Introduction to Time Series and Forecasting
• Gaussian Markov Random Fields
• WHITTLE ESTIMATION OF ARCH MODELS
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