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Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package.
Alexandre Brouste
Stefano Maria Iacus
Published in:
Comput. Stat. (2013)
Keyphrases
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parameter estimation
maximum likelihood
least squares
markov random field
parameter estimation algorithm
model selection
expectation maximization
image processing
em algorithm
random fields
posterior distribution
approximate inference
pairwise
dynamic programming
probabilistic model