“…As a consequence, the estimator proposed by is strictly connected with the generalized moment problems in the sense of Byrnes-Georgiou-Lindquist which have been extensively studied by many researchers, e.g. Byrnes et al (2000); Ferrante et al (2012); Karlsson & Georgiou (2013); Zorzi ( , 2014aZorzi ( , 2014b. Since then, many other extensions has been proposed: Maanan et al (2017) proposed a two stage approach to estimate sparse AR graphical models; Alpago et al (2018) proposed a regularized estimator for sparse graphical models of reciprocal processes; Chandrasekaran et al (2010), Zorzi & Sepulchre (2016), Maanan et al (2018), Liégeois et al (2015) and Ciccone et al (2018) proposed regularized estimators for the so called latent-variable graphical models.…”