Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models.
Jurgen A. DoornikMarius OomsPublished in: Comput. Stat. Data Anal. (2003)
Keyphrases
- autoregressive
- moving average
- maximum likelihood estimation
- random fields
- non stationary
- gaussian markov random field
- em algorithm
- maximum likelihood
- random field models
- parameter estimation
- expectation maximization
- arma model
- autoregressive moving average
- markov random field
- probabilistic model
- pairwise
- video sequences