Gaussian stationary processes over graphs, general frame and maximum   likelihood identification
  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. 
Thibault Espinasse (IMT), Fabrice Gamboa (IMT), Jean-Michel Loubes   (IMT)
math.ST stat.TH