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Transform-domain modeling of nonGaussian and 1/f processes
Classical Gaussian, Markov, and Poisson models have played a vital role in the remarkable success of statistical signal processing. However, a host of signals---images, network traffic, financial times series, seismic ...
Practical and effective methods of simulation based parameter estimation for multidimensional data
In 1983, Atkinson, Bartoszynski, Brown, and Thompson proposed a method of parameter estimation referred to as "simulation based estimation", or SIMEST. SIMEST is closely related to maximum likelihood, in that both methods ...