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
Link To Document :
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