New cumulant-based approaches for non-Gaussian time-varying AR models (Q1336824)
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scientific article; zbMATH DE number 681837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New cumulant-based approaches for non-Gaussian time-varying AR models |
scientific article; zbMATH DE number 681837 |
Statements
New cumulant-based approaches for non-Gaussian time-varying AR models (English)
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8 December 1994
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causal autoregressive evolution models
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comparative study
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new cumulant- based methods
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time-varying AR parameters estimation
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batch-type evolutive method
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adaptive gradient-type algorithm
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non-Gaussian signals
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additive, zero-mean, white Gaussian noise
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autocorrelation-based
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