Parameter estimation in a spatial unilateral unit root autoregressive model.
Sándor BaranGyula PapPublished in: J. Multivar. Anal. (2012)
Keyphrases
- parameter estimation
- autoregressive model
- maximum likelihood
- least squares
- markov random field
- random fields
- autoregressive
- em algorithm
- model selection
- expectation maximization
- parameter estimation algorithm
- estimation problems
- wavelet domain
- spatial information
- wavelet decomposition
- wavelet analysis
- multiscale
- stationary wavelet transform
- anchovy catches
- parameter estimates
- state space