Minimum distance estimation of locally stationary moving average processes.

M. Ignacia Vicuña Wilfredo Palma Ricardo A. Olea

Published in: Comput. Stat. Data Anal. (2019)

Keyphrases

moving average
distance estimation
autoregressive
non stationary
similarity search
exponential smoothing
multiscale
arima model
arma model
database
data sets
databases
information retrieval
image processing
hidden markov models