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EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution.
Tor Arne Øigård
Alfred Hanssen
Roy Edgar Hansen
Fred Godtliebsen
Published in:
Signal Process. (2005)
Keyphrases
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gaussian distribution
von mises
covariance matrices
heavy tailed
multivariate normal
expectation maximization
maximum likelihood
gaussian mixture model
noise model
em algorithm
gaussian model
parameter estimation
stochastic processes
generalized gaussian
mixture model
covariance matrix