Identification of non-minimum phase transfer function using higher-order spectrum

DOI10.1007/BF00058639zbMath0760.62087MaRDI QIDQ1206651

Masayuki Kumon

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

linear processasymptotic efficiencyinner functionstationary time seriesouter functionnon-Gaussianall-passAkaike's AICcumulant spectrumhigher-order cumulant spectral estimateidentification of parametric non- minimum phase transfer functioninner outer factorization of stable transfer functionssecond-order spectral estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Identification of transfer function matrix using higher-order spectra ⋮ Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models ⋮ Studies of information quantities and information geometry of higher order cumulant spaces

Cites Work

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