Fitting ARMA models to linear non-Gaussian processes using higher order statistics.

DOI10.1016/S0165-1684(02)00340-7MaRDI QIDQ1853357zbMATH OpenOpenAlexFDO

Authors Ahmad Alshamali, Adnan M. Al-Smadi

Publication date 21 January 2003

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(02)00340-7

zbMATH Keywords

ARMACumulantsHOS

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
• Identification and estimation of non-Gaussian ARMA processes
• Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments
• scientific article; zbMATH DE number 1474896
• A class of nonparametric ARMA models
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
• Estimation of the order of ARMA model by linear procedures
• scientific article; zbMATH DE number 4109908

Cited in

(7)

• Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments
• ARMA Model order estimation using third order computations
• Blind channel identification using higher-order statistics
• Hybridization of intelligent techniques and ARIMA models for time series prediction
• scientific article; zbMATH DE number 1474896 (Why is no real title available?)
• A least-squares-based algorithm for identification of non-Gaussian ARMA models
• The estimation of the order of an ARMA process using third-order statistics

This page was built for publication: Fitting ARMA models to linear non-Gaussian processes using higher order statistics.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1853357)