A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process (Q5265617)
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scientific article; zbMATH DE number 6466932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process |
scientific article; zbMATH DE number 6466932 |
Statements
A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process (English)
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28 July 2015
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polyspectrum
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bispectrum
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dependent data bootstrap
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probability density estimation
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non-minimum phase system
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time reversal
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