A Weighted Linear Estimator of Multivariate ARCH Parameters.
Farhat IqbalPublished in: Commun. Stat. Simul. Comput. (2011)
Keyphrases
- maximum likelihood
- recursive least squares
- linear model
- spatial filters
- least squares
- parameter estimation
- nonlinear models
- parameter values
- transfer function
- multivariate gaussian distribution
- multivariate time series
- linear systems
- density estimation
- parameter space
- regression model
- neural network
- closed form
- multivariate data
- angular velocity
- data sets