A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process

DOI10.1080/00207721.2013.784444MaRDI QIDQ5265617zbMATH OpenOpenAlexDBLPWikidataFDO

Authors 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

zbMATH Keywords

time reversalprobability density estimationbispectrumnon-minimum phase systemdependent data bootstrappolyspectrum

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Time series analysis of dynamical systems (37M10) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 425777 (Why is no real title available?)
• scientific article; zbMATH DE number 43706 (Why is no real title available?)
• BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
• Determination of uncertainty in environmental noise measurements by bootstrap method
• Global output-feedback stabilization for a class of stochastic non-minimum-phase nonlinear systems
• Identification of nonminimum phase systems using higher order statistics
• Implementation of automated diagnostic systems: ophthalmic arterial disorders detection case
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
• Parametric polyspectrum density estimation using the bootstrap method
• Trispectrum deconvolution of linear processes with randomly missing observations
• Weighted bootstrap for neural model selection

Cited in

(1)

• Parametric polyspectrum density estimation using the bootstrap method

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