Fitting ARMA models to linear non-Gaussian processes using higher order statistics. (Q1853357)
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scientific article; zbMATH DE number 1856722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting ARMA models to linear non-Gaussian processes using higher order statistics. |
scientific article; zbMATH DE number 1856722 |
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Fitting ARMA models to linear non-Gaussian processes using higher order statistics. (English)
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21 January 2003
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ARMA
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HOS
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Cumulants
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0.90961254
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0.90345925
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0.9007995
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0.88813496
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0.88757205
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