On simulation of first-order auto-regressive processes with near Laplace marginals.

Mirek Pawlak Pradeepa Yahampath

Published in: ICASSP (2009)

Keyphrases

autoregressive
moving average
non stationary
state space model
higher order
multivariate time series
information retrieval
probability distribution
graphical models
first order logic
random fields
linear prediction
random field models
maximum likelihood
belief propagation
dynamical model