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A Modified Multiplicative Thinning-Based INARCH Model: Properties, Saddlepoint Maximum Likelihood Estimation, and Application.
Yue Xu
Qi Li
Fukang Zhu
Published in:
Entropy (2023)
Keyphrases
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maximum likelihood estimation
em algorithm
prior knowledge
parameter estimation
objective function
maximum likelihood
kalman filter
probabilistic model
expectation maximization
statistical model
boltzmann machine
similarity measure
sensitivity analysis
bayesian framework
mixture of gaussians