Time-Frequency ARMA Models and Parameter Estimators for Underspread Nonstationary Random Processes

DOI10.1109/TSP.2007.896265MaRDI QIDQ4567405zbMATH OpenFDO

Authors Michael Jachan, Gerald Matz, Franz Hlawatsch

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) General second-order stochastic processes (60G12)

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Cited in

(6)

• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
• A class of highly concentrated time-frequency distributions based on the ambiguity domain representation and complex-lag moment
• LFM signal detection using LPP-Hough transform
• Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution
• Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
• Inter-event Times Statistic in Stationary Processes: Nonlinear ARMA Modeling of Wind Speed Time Series

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