MA-model identification using modulated moment sequences

DOI10.1016/0165-1684(96)81013-9MaRDI QIDQ672853zbMATHOpenAlexWikidataFDO

Authors Juan-Miguel Gracia

Publication date 28 February 1997

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(96)81013-9

zbMATH Keywords

Higher-order statisticsMA-parameter estimationModulated moment sequences

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Filtering in stochastic control theory (93E11)

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(1)

• Ma system identification using higher order cumulants application to modelling solar radiation

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