On the method of logarithmic cumulants for parametric probability density function estimation

Vladimir A Krylov1, Gabriele Moser, Sebastiano B Serpico

  • 1Department of Statistical Science, University College London, London, U.K. v.krylov@ucl.ac.uk

Summary

The method of logarithmic cumulants (MoLC) offers a computationally fast alternative for parameter estimation in statistical signal processing. While not universally applicable, MoLC proves effective when maximum likelihood methods are infeasible, especially for specific distribution families.

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