Renormalized maximum likelihood for multivariate autoregressive models.

Said Maanan Bogdan Dumitrescu Ciprian Doru Giurcaneanu

Published in: EUSIPCO (2016)

Keyphrases

autoregressive model
maximum likelihood
autoregressive
em algorithm
parameter estimation
wavelet domain
expectation maximization
continuous valued
gaussian distribution
wavelet analysis
image processing
higher order
statistical tests
least squares
factor analysis
wavelet decomposition
high quality