Quaternion VAR Modelling and Estimation

DOI10.1109/TSP.2012.2226170MaRDI QIDQ4582037zbMATH OpenFDO

Authors Paul Ginzberg, A. T. Walden

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2012.2226170

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 3905676
• scientific article; zbMATH DE number 4028663
• GARCH Model Estimation Using Estimated Quadratic Variation
• scientific article; zbMATH DE number 3885144
• Statistical analysis based on quaternion normal random variables
• A Quaternion Widely Linear Model for Nonlinear Gaussian Estimation
• Quasi-variances
• Quaternion Gaussian random variables
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
• VARIANCE ESTIMATION FOR QUADRATIC STATISTICS

Cited in

(2)

• Semi-widely linear estimation algorithms of quaternion signals with missing observations and correlated noises
• A Quaternion Widely Linear Model for Nonlinear Gaussian Estimation

This page was built for publication: Quaternion VAR Modelling and Estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4582037)