Identification and estimation of non-Gaussian ARMA processes

DOI10.1109/29.57555MaRDI QIDQ3200969zbMATH OpenOpenAlexFDO

Authors Keh-Shin Lii

Publication date 1990

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/29.57555

zbMATH Keywords

parameter estimationadditive Gaussian noisemodel identificationPade approximationbispectral analysisnon-Gaussian modelFinite parameter models of ARMA type

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Padé approximation (41A21)

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Cited in

(10)

• ARMA modeling of fourth-order cumulants and phase estimation
• Suboptimal identification of nonlinear ARMA models using an orthogonality approach
• Fitting ARMA models to linear non-Gaussian processes using higher order statistics.
• Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
• On the identifiability of non-Gaussian ARMA models using cumulants
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
• Identification of continuous-time AR processes from unevenly sampled data
• Identifiability of general ARMA processes using linear cumulant-based estimators
• Multiscale statistical signal processing: identification of a multiscale AR process from a sample of an ordinary signal
• scientific article; zbMATH DE number 1474896 (Why is no real title available?)

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