Adaptive estimation of the fourth-order cumulant of a white stochastic process

DOI10.1016/0165-1684(94)00114-FzbMATH Open0871.62070MaRDI QIDQ673947FDOQ673947

Authors: Pierre-Olivier Amblard, Jean-Marc Brossier 

Publication date: 28 February 1997

Published in: Signal Processing (Search for Journal in Brave)

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zbMATH Keywords

estimationcumulantadaptive algorithmhigher-order statistics

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (7)

• Estimation in additive models and ANOVA-like applications
• An ICA and EC based approach for blind equalization and channel parameter estimation
• Intermittency and coherent structures in a swirling flow: A wavelet analysis of joint pressure and velocity measurements
• Inference for the fourth-order innovation cumulant in linear time series
• Sequential estimation of Spearman rank correlation using Hermite series estimators
• CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY
• Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights

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