Estimation of FARIMA Parameters in the Case of Negative Memory and Stable Noise.
Krzysztof BurneckiGrzegorz SikoraPublished in: IEEE Trans. Signal Process. (2013)
Keyphrases
- parameter estimation
- maximum likelihood estimation
- maximum likelihood
- estimated parameters
- estimation error
- accurate estimation
- positive and negative
- noisy data
- signal to noise ratio
- memory usage
- autoregressive
- estimation process
- parameter values
- noise reduction
- parameter space
- expectation maximization
- input data
- noise variance
- signal subspace
- noise free
- memory size
- neural network
- additive noise
- median filter
- noise level
- memory requirements
- probabilistic model
- hidden markov models
- bayesian networks