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

DOI10.1109/TSP.2007.896265zbMATH Open1390.60132MaRDI QIDQ4567405FDOQ4567405

Authors: Michael Jachan, Gerald Matz, Franz Hlawatsch 

Publication date: 27 June 2018

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

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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)

Cited In (6)

• 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
• Inter-event Times Statistic in Stationary Processes: Nonlinear ARMA Modeling of Wind Speed Time Series
• Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
• The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1

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