Fitting ARMA models to linear non-Gaussian processes using higher order statistics. (Q1853357)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fitting ARMA models to linear non-Gaussian processes using higher order statistics.
scientific article

    Statements

    Fitting ARMA models to linear non-Gaussian processes using higher order statistics. (English)
    0 references
    0 references
    0 references
    21 January 2003
    0 references
    0 references
    ARMA
    0 references
    HOS
    0 references
    Cumulants
    0 references
    0 references