On moving average parameter estimation.
Niclas SandgrenPetre StoicaPrabhu BabuPublished in: EUSIPCO (2012)
Keyphrases
- parameter estimation
- moving average
- autoregressive
- random fields
- maximum likelihood
- em algorithm
- model selection
- least squares
- statistical models
- markov random field
- expectation maximization
- parameter values
- model fitting
- exponential smoothing
- parameters estimation
- estimation problems
- parameter estimates
- parameter estimation algorithm
- arma model
- non stationary
- feature vectors
- feature selection