Comments on ``Unbiased estimates for moments and cumulants in linear regression
From MaRDI portal
Publication:665069
DOI10.1016/j.jspi.2011.10.008zbMath1428.62314OpenAlexW1999600196MaRDI QIDQ665069
Eric Moreau, Iaroslav V. Blagouchine
Publication date: 5 March 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.10.008
momentsconsistencycumulantsmixinglinear regressionsemi-invariantsMA processesnon-i.i.d. processesunbiased estimates
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unbiased estimates for moments and cumulants in linear regression
- Basic properties of strong mixing conditions. A survey and some open questions
- Some mixing properties of time series models
- A note on strong mixing of ARMA processes
- Mixing properties of ARMA processes
- MA identification using fourth order cumulants
- A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM
- Non-strong mixing autoregressive processes
- Mixing properties of harris chains and autoregressive processes
- Conditions for linear processes to be strong-mixing
- On the Strong Mixing Property for Linear Sequences
- Unbiased Adaptive Estimations of the Fourth-Order Cumulant for Real Random Zero-Mean Signal
- The Estimation of the Fourth-Order Cumulant for Dependent Data: Consistency and Asymptotic Normality
- Strong mixing properties of linear stochastic processes
- Unbiased Efficient Estimator of the Fourth-Order Cumulant for Random Zero-Mean Non-i.i.d. Signals: Particular Case of MA Stochastic Process
- Properties of Polykays of Deviates
- Statistical Seminvariants and Their Setimates with Particular Emphasis on Their Relation to Algebraic Invariants