Recursive estimation of fourth-order cumulants with application to identification.

DOI10.1016/S0165-1684(98)00068-1zbMath1053.62551OpenAlexW2062578139WikidataQ127614293 ScholiaQ127614293MaRDI QIDQ1275136

Doulaye Dembélé, Gérard Favier

Publication date: 12 January 1999

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(98)00068-1

zbMATH Keywords

Parameter estimationCumulant estimationFIR modelHigh order statistics

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Statistical aspects of information-theoretic topics (62B10)

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