The exact Gaussian likelihood estimation of time-dependent VARMA models.

Abdelkamel Alj Kristján Jónasson Guy Mélard

Published in: Comput. Stat. Data Anal. (2016)

Keyphrases

accurate models
maximum likelihood
learning algorithm
probabilistic model
parameter estimation
data sets
neural network
image sequences
machine learning algorithms
complex systems
statistical model
random fields
parametric models