Optimization of the generalized covariance estimator in noncausal processes.
Gianluca CubaddaFrancesco GiancateriniAlain HecqJoann JasiakPublished in: Stat. Comput. (2024)
Keyphrases
- least squares
- hidden markov models
- optimization algorithm
- optimization problems
- pairwise
- discrete optimization
- optimization method
- error estimation
- optimization methods
- global optimization
- covariance matrix
- maximum likelihood
- combinatorial optimization
- maximum a posteriori
- case study
- random fields
- optimization process
- search algorithm