Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions.
Yuliya MishuraKostiantyn RalchenkoHanna ZhelezniakPublished in: Commun. Stat. Simul. Comput. (2024)
Keyphrases
- parameter estimation
- random fields
- em algorithm
- statistical models
- statistical model
- model selection
- parameter values
- maximum likelihood estimation
- parameter estimation algorithm
- probabilistic model
- probability distribution
- markov random field
- model fitting
- least squares
- maximum likelihood
- prior knowledge
- motion model
- gibbs sampling
- parameter estimates
- video sequences
- bayesian model selection