Gaussian stationary processes over graphs, general frame and maximum likelihood identification

Details Gaussian stationary processes over graphs, general frame and maximum likelihood identification Gaussian stationary processes over graphs, general frame and maximum likelihood identification

2011-04-19

arxiv.org/abs/1104.3664v3

Mathematics

Statistics Theory

Scientific paper

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

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