New cumulant-based approaches for non-Gaussian time-varying AR models (Q1336824)

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New cumulant-based approaches for non-Gaussian time-varying AR models
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    New cumulant-based approaches for non-Gaussian time-varying AR models (English)
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    8 December 1994
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    causal autoregressive evolution models
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    comparative study
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    new cumulant- based methods
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    time-varying AR parameters estimation
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    batch-type evolutive method
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    adaptive gradient-type algorithm
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    non-Gaussian signals
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    additive, zero-mean, white Gaussian noise
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    autocorrelation-based
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