Nonminimum phase non-Gaussian deconvolution

DOI10.1016/0047-259X(88)90135-2zbMath0658.60069OpenAlexW2007951927MaRDI QIDQ1111235

Murray Rosenblatt, Keh-Shin Lii

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90135-2

zbMATH Keywords

deconvolutioncumulant spectranon-Gaussian time-series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Seismology (including tsunami modeling), earthquakes (86A15) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (5)

Trispectrum deconvolution of linear processes with randomly missing observations ⋮ Estimation and deconvolution when the transfer function has zeros ⋮ Maximum likelihood estimation for all-pass time series models ⋮ Rank-based estimation for all-pass time series models ⋮ Asymptotic normality of cumulant spectral estimates

Cites Work

• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• Deconvolution of non-Gaussian linear processes with vanishing spectral values
• Linear processes and bispectra
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