Real and complex QARMA processes (Q1925081)
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scientific article; zbMATH DE number 938736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real and complex QARMA processes |
scientific article; zbMATH DE number 938736 |
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Real and complex QARMA processes (English)
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27 October 1996
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This paper considers processes obtained through a nonlinear (squaring) filtering of Gaussian ARMA processes. Some statistical properties and a lower bound for the normalized square root of the variance are derived.
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correlations
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nonlinear filtering
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Gaussian ARMA processes
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lower bound
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0.73955643
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