Estimation and deconvolution when the transfer function has zeros

DOI10.1007/BF01076289zbMath0668.62071OpenAlexW2061804622MaRDI QIDQ1118312

Keh-Shin Lii, Murray Rosenblatt

Publication date: 1988

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01076289

zbMATH Keywords

asymptoticstransfer functionzerosunit circleconsistent estimatesspectral representationdeconvolutionspectral densityidentifiabilitybispectrumnoise- innovationsnon-Gaussian linear processoptimal order of estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

Related Items (2)

Degenerate linear-quadratic problem of discrete plant under uncertainty ⋮ Degenerate problems of designing the control system of a linear discrete plant

Cites Work

• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• Nonminimum phase non-Gaussian deconvolution
• Deconvolution of non-Gaussian linear processes with vanishing spectral values
• Robust identification of a nonminimum phase system: Blind adjustment of a linear equalizer in data communications

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