• 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