On the identifiability of non-Gaussian ARMA models using cumulants (Q3494862): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the identifiability of non-Gaussian ARMA models using cumulants |
scientific article |
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On the identifiability of non-Gaussian ARMA models using cumulants (English)
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1990
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output cumulants
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ARMA models
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unobservable non-Gaussian i.i.d. noise
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nonminimum phase
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additive colored Gaussian noise
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