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Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study.
Mahendran Shitan
Shelton Peiris
Published in:
Commun. Stat. Simul. Comput. (2008)
Keyphrases
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simulation study
autoregressive
maximum likelihood
parameter estimation
autoregressive moving average
random fields
non stationary
gaussian markov random field
em algorithm
artificial neural networks
machine learning
energy function
least squares
prior knowledge
moving average
pairwise
arma model
similarity measure