A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference.
Yuhyeong JangRaanju R. SundararajanWagner Barreto-SouzaPublished in: Stat. Comput. (2024)
Keyphrases
- em algorithm
- expectation maximization
- mixture model
- heavy tailed
- parameter estimation
- integer valued
- gaussian mixture model
- maximum likelihood
- finite mixture models
- gaussian mixture
- generative model
- density estimation
- unsupervised learning
- incomplete data
- image reconstruction
- hyperparameters
- real valued
- supervised learning
- markov random field