Parametric estimation for Gaussian fields indexed by graphs

DOI10.1007/S00440-013-0503-2zbMATH Open1296.62179OpenAlexW1983706554MaRDI QIDQ2249584FDOQ2249584

Authors: Thibault Espinasse, Fabrice Gamboa, Jean-Michel Loubes 

Publication date: 2 July 2014

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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

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zbMATH Keywords

maximum likelihood estimationspectral densityGaussian processes on graphs

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Random fields (60G60) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Gaussian Markov Random Fields
• Introduction to Time Series and Forecasting
• Edge effects and efficient parameter estimation for stationary random fields
• Parameter estimation for a stationary process on a d-dimensional lattice
• Tests for Gaussian graphical models
• Statistical analysis of network data. Methods and models
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• A Survey on Spectra of infinite Graphs
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• WHITTLE ESTIMATION OF ARCH MODELS
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• Markov fields and log-linear interaction models for contingency tables
• Adaptive estimation of stationary Gaussian fields
• Ergodic theory on stationary random graphs
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
• Semi-parametric estimation of shifts
• Multiple local Whittle estimation in stationary systems
• Road trafficking description and short term travel time forecasting, with a classification method
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• On the isoperimetry of graphs with many ends

Cited In (9)

• Maximum likelihood for Gaussians on graphs
• Embedded Trees: Estimation of Gaussian Processes on Graphs with Cycles
• Adaptive estimation of nonparametric geometric graphs
• Title not available (Why is that?)
• A kriging procedure for processes indexed by graphs
• Moment-Based Estimation of Stochastic Kronecker Graph Parameters
• Estimation of means in graphical Gaussian models with symmetries
• Gaussian Whittle-Matérn fields on metric graphs
• Multiple Matrix Gaussian Graphs Estimation

Uses Software

• GMRFLib
• itsmr

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