Faster ARMA maximum likelihood estimation.
A. Ian McLeodYing ZhangPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- maximum likelihood estimation
- maximum likelihood
- em algorithm
- expectation maximization
- parameter estimation
- probability distribution
- multivariate gaussian
- boltzmann machine
- mixture of gaussians
- probability density
- density function
- gaussian mixture model
- gaussian mixture
- machine learning
- unsupervised learning
- log likelihood function
- computer vision