Title of article
Maximum likelihood estimation in space time bilinear models
Author/Authors
BILLARD، YUQING DAI, L. نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
-24
From page
25
To page
0
Abstract
Empirical Bayes (EB) methods are used to model correlated and heavy-tailed time series background noise. Background noise is modeled as a multiband Studentʹs t process and estimates of the degree of freedom parameters and scaling parameters at each subband are used to characterize the background clutter. We compare this model with a multiband Gaussian model to demonstrate its robustness and accuracy with both underwater acoustic and seismic recordings. We demonstrate the usefulness of this model as a means of parameter estimation for wavelet packet denoising by applying the model to ocean acoustic recordings of whale calls and ground motion measurements of quarry blast explosions.
Keywords
Space time bilinear model , multiple bilinear time series , maximum likelihood estimation , STBL , Spatial statistics , STARMA
Journal title
Journal of Time Series Analysis
Serial Year
2003
Journal title
Journal of Time Series Analysis
Record number
73361
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