Parametric estimation for Gaussian fields indexed by graphs

• 成果类型: Article
• 署名作者: Espinasse, T.; Gamboa, F.; Loubes, J-M.
• 署名单位: Universite de Toulouse; Universite Toulouse III - Paul Sabatier
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-013-0503-2
• 发表日期: 2014
• 页码: 117-155
• 关键词: whittle estimation; models

摘要

In this paper, using spectral theory of Hilbertian operators, we study a special class of Gaussian processes indexed by graphs. We extend Whittle maximum likelihood estimation of the parameters for the corresponding spectral density and show their asymptotic optimality.