Two-step estimation of misspecified, non-Gaussian ARMA processes.
László GerencsérGyörgy MichaletzkyZoltan ReppaPublished in: CDC (2002)
Keyphrases
- monte carlo simulation
- estimation process
- case study
- post processing
- continuous valued
- accurate estimation
- multi step
- non stationary
- estimation algorithm
- data sets
- computational models
- factor analysis
- estimation error
- density estimation
- independent component analysis
- process model
- principal component analysis
- motion estimation
- image sequences
- genetic algorithm