On the existence of autoregressive models for third-order cumulant matching

DOI10.1109/29.45539zbMATH Open0698.93073OpenAlexW2069162488MaRDI QIDQ3476723FDOQ3476723

Authors: M. R. Raghuveer, Soheil A. Dianat 

Publication date: 1989

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

Full work available at URL: https://semanticscholar.org/paper/bcb45990ff4f3e4d21578da10a0b42f816b0285f

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zbMATH Keywords

bispectrumthird-order cumulant sequenceswhite noise driven finite order AR model

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited In (1)

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