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Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets.
Y. K. Tse
Vo V. Anh
Quang Minh Tieng
Published in:
Math. Comput. Simul. (2002)
Keyphrases
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maximum likelihood estimation
em algorithm
maximum likelihood
probabilistic model
higher order
computer vision
probability distribution
machine learning
similarity measure
parameter estimation
parameter space
bayesian framework
gaussian mixture
probability density