458 search results - page 2 / 92 » Bayesian estimation of the Gaussian mixture GARCH model |
CSDA
2010
13 years 5 months ago
2010
This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...
ICIP
2003
IEEE
14 years 7 months ago
2003
IEEE
Background subtraction is an essential processing component for many video applications. However, its development has largely been application driven and done in ad hoc manners. I...
ICDAR
2009
IEEE
14 years 6 days ago
2009
IEEE
The problem of determining the appropriate number of components is important in finite mixture modeling for pattern classification. This paper considers the application of an unsu...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
Exploiting prior knowledge, we use Bayesian estimation to localize a source heard by a fixed sensor network. The method has two main aspects: Firstly, the probability density fun...
CSDA
2010
13 years 5 months ago
2010
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...