On Noncausal Identification of Nonstationary Multivariate Autoregressive Processes

DOI10.1109/TSP.2018.2885480zbMATH Open1414.62376OpenAlexW2905462981WikidataQ128702019 ScholiaQ128702019MaRDI QIDQ4628233FDOQ4628233

Authors: Maciej Niedźwiecki, Marcin Ciołek 

Publication date: 6 March 2019

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

Full work available at URL: https://doi.org/10.1109/tsp.2018.2885480

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cited In (1)

• Blind identification of noncausal AR models based on higher-order statistics

This page was built for publication: On Noncausal Identification of Nonstationary Multivariate Autoregressive Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4628233)