Identification of transfer function matrix using higher-order spectra (Q1922225)
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scientific article; zbMATH DE number 927208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of transfer function matrix using higher-order spectra |
scientific article; zbMATH DE number 927208 |
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Identification of transfer function matrix using higher-order spectra (English)
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19 January 1997
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all-pass
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linear process
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minimum phase
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strong consistency
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asymptotic normality
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vector-valued stationary time series
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identification of a parametric transfer function matrix
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inner-outer factorization
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stable transfer function matrix
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second-order spectral estimate
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higher-order cumulant spectral estimate
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asymptotic efficiency
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IIC criterion
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Akaike's AIC
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