A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process (Q5265617)
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scientific article; zbMATH DE number 6466932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process |
scientific article; zbMATH DE number 6466932 |
Statements
A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process (English)
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28 July 2015
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polyspectrum
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bispectrum
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dependent data bootstrap
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probability density estimation
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non-minimum phase system
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time reversal
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0.88121855
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0.8751777
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0.8625165
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0.85956347
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0.8593252
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0.8514453
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0.84521616
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0.84506595
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