Maximum likelihood estimation of change point from stationary to nonstationary in autoregressive models using dynamic linear model.
Reza SheikhraboriMajid AminnayeriMona AyoubiPublished in: Qual. Reliab. Eng. Int. (2018)
Keyphrases
- non stationary
- maximum likelihood estimation
- linear model
- change point detection
- change point
- autoregressive model
- autoregressive
- least squares
- parameter estimation
- maximum likelihood
- em algorithm
- expectation maximization
- regression model
- random fields
- computer vision
- wavelet domain
- density function
- probability distribution
- data mining
- higher order
- high resolution
- association rules
- image sequences