On the identifiability of non-Gaussian ARMA models using cumulants
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Publication:3494862
DOI10.1109/9.45139zbMath0709.93080MaRDI QIDQ3494862
Publication date: 1990
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.45139
ARMA models; nonminimum phase; additive colored Gaussian noise; output cumulants; unobservable non-Gaussian i.i.d. noise
93E12: Identification in stochastic control theory
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