Maximum likelihood estimation for a multivariate autoregressive model.
Dinh Tuan PhamDinh Quy TongPublished in: IEEE Trans. Signal Process. (1994)
Keyphrases
- maximum likelihood estimation
- autoregressive model
- multivariate gaussian
- maximum likelihood
- em algorithm
- parameter estimation
- autoregressive
- probability distribution
- expectation maximization
- wavelet analysis
- wavelet domain
- mixture of gaussians
- density function
- wavelet decomposition
- statistical tests
- low dimensional
- multiresolution