Parametric estimation for Gaussian fields indexed by graphs

DOI10.1007/S00440-013-0503-2zbMath1296.62179OpenAlexW1983706554MaRDI 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 estimationspectral densityGaussian processes on graphs

Mathematics Subject Classification ID

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

Uses Software

• GMRFLib
• itsmr

Cites Work

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• Gaussian Markov Random Fields
• WHITTLE ESTIMATION OF ARCH MODELS

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