Widely linear prediction for transfer function models based on the infinite past
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Publication:2361191
DOI10.1016/j.csda.2010.11.020zbMath1365.62358MaRDI QIDQ2361191
Rosa Maria Fernández-Alcalá, Jesus Navarro-Moreno, Juan Carlos Ruiz-Molina, Javier Moreno-Kaiser
Publication date: 30 June 2017
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.11.020
prediction theory; widely linear ARMA models; widely linear processing; widely linear transfer function models
62M20: Inference from stochastic processes and prediction
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
60G25: Prediction theory (aspects of stochastic processes)