A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process
DOI10.1080/00207721.2013.784444zbMATH Open1316.93109DBLPjournals/ijsysc/ShantaK15OpenAlexW2052160711WikidataQ59265075 ScholiaQ59265075MaRDI QIDQ5265617FDOQ5265617
Shahnoor Shanta, Visakan Kadirkamanathan
Publication date: 28 July 2015
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2013.784444
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Cites Work
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- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
- Global output-feedback stabilization for a class of stochastic non-minimum-phase nonlinear systems
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- On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
- Identification of nonminimum phase systems using higher order statistics
- Implementation of automated diagnostic systems: ophthalmic arterial disorders detection case
- Parametric polyspectrum density estimation using the bootstrap method
- Weighted bootstrap for neural model selection
- Determination of uncertainty in environmental noise measurements by bootstrap method
- Trispectrum deconvolution of linear processes with randomly missing observations
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