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Volumn 85, Issue 8, 2005, Pages 1655-1673

EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution

Author keywords

EM algorithm; Estimation; Heavy tails; Multivariate

Indexed keywords

ALGORITHMS; COMMUNICATION CHANNELS (INFORMATION THEORY); MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; SET THEORY; VECTORS;

EID: 19844362530     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2005.03.005     Document Type: Article
Times cited : (61)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.