Identifiability of general ARMA processes using linear cumulant-based estimators (Q1194945): Difference between revisions

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+On the identifiability of non-Gaussian ARMA models using cumulants
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+On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
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+A unifying maximum-likelihood view of cumulant and polyspectral measures for non-Gaussian signal classification and estimation
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+ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT
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+Higher-order spectrum estimation via noncausal autoregressive modeling and deconvolution
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+Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
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+Recovering the poles from third-order cumulants of system output
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+Consistent order selection for noncausal autoregressive models via higher-order statistics
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