A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes.

Qing-pei Zang Li-Xin Zhang

Published in: J. Appl. Probab. (2016)

Keyphrases

parameter estimation
lower bound
maximum likelihood
least squares
em algorithm
model selection
expectation maximization
markov random field
random fields
parameter estimation algorithm
special case
objective function
approximate inference
optimal solution
synthetic aperture radar
natural images
bayesian networks