ARCH and GARCH parameter estimation in presence of additive noise using particle methods.
Saman MousazadehIsrael CohenPublished in: ICASSP (2013)
Keyphrases
- parameter estimation
- additive noise
- maximum likelihood
- statistical models
- estimation problems
- least squares
- noisy images
- expectation maximization
- model selection
- ground truth
- image denoising
- em algorithm
- markov random field
- pattern recognition
- experimental data
- random fields
- higher order
- parameter estimation algorithm