Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market.
Yue XinJinwu GaoXiangfeng YangJing YangPublished in: J. Comput. Appl. Math. (2023)
Keyphrases
- maximum likelihood estimation
- probability distribution
- em algorithm
- maximum likelihood
- parameter estimation
- financial markets
- probabilistic model
- autoregressive
- neural network
- decision making
- prior knowledge
- expectation maximization
- image reconstruction
- autoregressive moving average
- maximum entropy
- long term
- optical flow
- computer vision