Identification and estimation of non-Gaussian ARMA processes
DOI10.1109/29.57555zbMATH Open0714.93057OpenAlexW2149502324MaRDI QIDQ3200969FDOQ3200969
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
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- 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
- Multiscale statistical signal processing: identification of a multiscale AR process from a sample of an ordinary signal
- Identifiability of general ARMA processes using linear cumulant-based estimators
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