Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models.
E. M. SilvaGlaura C. FrancoValderio Anselmo ReisenFrederico R. B. CruzPublished in: Comput. Stat. Data Anal. (2006)
Keyphrases
- parameter estimation
- model selection
- statistical models
- maximum likelihood
- random fields
- markov random field
- em algorithm
- least squares
- cross validation
- maximum likelihood estimation
- model fitting
- expectation maximization
- parameter estimates
- parameters estimation
- parameter values
- approximate inference
- estimation problems
- markov chain monte carlo
- generative model
- parameter estimation algorithm
- conditional random fields
- posterior distribution
- computer vision
- similarity measure
- image segmentation