Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/bf02011888 ◽

1996 ◽

Vol 12 (3) ◽

pp. 225-233

Author(s):

Dan Yu

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Spectral Density ◽

Likelihood Estimation ◽

Stationary Processes

Download Full-text

On Maximum Likelihood Estimation of Parameters of the Spectral Density of Stationary Time Series

Theory of Probability and Its Applications ◽

10.1137/1112013 ◽

1967 ◽

Vol 12 (1) ◽

pp. 115-119 ◽

Author(s):

I. A. Ibragimov

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Spectral Density ◽

Likelihood Estimation ◽

Stationary Time Series ◽

Estimation Of Parameters ◽

Stationary Time

Download Full-text

Maximum likelihood estimation and model selection for locally stationary processes∗

Journal of Nonparametric Statistics ◽

10.1080/10485259608832670 ◽

1996 ◽

Vol 6 (2-3) ◽

pp. 171-191 ◽

Author(s):

R. Dahlhaus

Keyword(s):

Maximum Likelihood ◽

Model Selection ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Stationary Processes ◽

Locally Stationary Processes ◽

Download Full-text

Maximum likelihood estimation of the late reverberant power spectral density in noisy environments

2015 IEEE Workshop on Applications of Signal Processing to Audio and Acoustics (WASPAA) ◽

10.1109/waspaa.2015.7336919 ◽

2015 ◽

Author(s):

Ofer Schwartz ◽

Sebastian Braun ◽

Sharon Gannot ◽

Emanuel A. P. Habets

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Spectral Density ◽

Power Spectral Density ◽

Likelihood Estimation ◽

Noisy Environments ◽

Download Full-text

Maximum Likelihood Estimation of the Interference-Plus-Noise Cross Power Spectral Density Matrix for Own Voice Retrieval

ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp40776.2020.9053988 ◽

2020 ◽

Author(s):

Poul Hoang ◽

Zheng-Hua Tan ◽

Thomas Lunner ◽

Jan Mark de Haan ◽

Jesper Jensen

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Density Matrix ◽

Spectral Density ◽

Power Spectral Density ◽

Likelihood Estimation ◽

Spectral Density Matrix ◽

Download Full-text

Joint maximum likelihood estimation of late reverberant and speech power spectral density in noisy environments

2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp.2016.7471655 ◽

2016 ◽

Author(s):

Ofer Schwartz ◽

Sharon Gannot ◽

Emanuel A. P. Habets

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Spectral Density ◽

Power Spectral Density ◽

Likelihood Estimation ◽

Noisy Environments ◽

Joint Maximum Likelihood Estimation ◽

Download Full-text

Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes

The Annals of Statistics ◽

10.1214/009053606000000867 ◽

2006 ◽

Vol 34 (6) ◽

pp. 2790-2824 ◽

Author(s):

Rainer Dahlhaus ◽

Wolfgang Polonik

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Stationary Processes ◽

Locally Stationary Processes ◽

Quasi Maximum Likelihood

Download Full-text

Maximum likelihood estimation of the spectral density parameter

Lithuanian Mathematical Journal ◽

10.1007/bf00972219 ◽

1988 ◽

Vol 28 (4) ◽

pp. 353-364 ◽

Author(s):

R. Maliukevičius

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Spectral Density ◽

Likelihood Estimation ◽

Density Parameter

Download Full-text

SEQUENTIAL SAMPLING AND MAXIMUM LIKELIHOOD ESTIMATION

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548240 ◽

1973 ◽

Vol 1 (6) ◽

pp. 567-568

Author(s):

R. L. Sielken

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sequential Sampling ◽

Likelihood Estimation

Download Full-text

Approximate Maximum Likelihood Estimation Using a 3D GNSS Simulator for Positioning in MP/NLOS Conditions

Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017) ◽

10.33012/2017.15213 ◽

2017 ◽

Author(s):

Nabil Kbayer ◽

Mohamed Sahmoudi ◽

H�ctor Ortega ◽

C�dric Rouch

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

Download Full-text

Constrained Maximum Likelihood Estimation of Initial Population Statistics from an Ensemble of Kalman Smoother Estimates

10.23919/acc.1983.4788083 ◽

1983 ◽

Author(s):

David R. Haley ◽

David W. Porter ◽

William S. Levine

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Initial Population ◽

Population Statistics ◽

Kalman Smoother ◽

Constrained Maximum Likelihood Estimation ◽

Constrained Maximum Likelihood

Download Full-text