Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables.
Wei XiongDehui WangDianliang DengXinyang WangWanying ZhangPublished in: J. Multivar. Anal. (2022)
Keyphrases
- high order
- robust estimation
- autoregressive
- least squares
- explanatory variables
- higher order
- regression analysis
- non stationary
- regression model
- missing data
- random fields
- fourth order
- lower order
- maximum likelihood
- loss function
- motion field
- pairwise
- parameter estimation
- model selection
- sar images
- low rank
- markov random field
- video sequences
- principal component analysis
- partial differential equations
- feature extraction
- generative model