Applicability of the Whittle estimator to non-stationary and non-linear long-memory processes.
M. Estela Sousa VieiraPublished in: J. Simulation (2016)
Keyphrases
- non stationary
- random fields
- least squares
- adaptive algorithms
- temporal evolution
- autoregressive
- empirical mode decomposition
- memory requirements
- stock price
- blind source separation
- biomedical signals
- computer vision
- white noise
- markov processes
- financial time series
- image denoising
- maximum likelihood
- image processing