Dynamic deconvolution and identification of independent autoregressive sources

DOI10.1111/jtsa.12659OpenAlexW4281834131MaRDI QIDQ6135338

Christian Gouriéroux, Joanna Jasiak

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12659

zbMATH Keywords

identificationdeconvolutionmachine learningindependent component analysis (ICA)causal modelblind source separation (BSS)error-in-variables model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) General theory of stochastic processes (60G07) Inference from stochastic processes (62Mxx)

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