Computation of higher-order cross moments based on matrix multiplication

DOI10.1016/S0016-0032(01)00032-1zbMath1011.93113OpenAlexW2049131127MaRDI QIDQ1850141

Saleh A. Alshebeili

Publication date: 2 December 2002

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0016-0032(01)00032-1

zbMATH Keywords

cumulantssystolic arrayscomputationmatrix multiplicationhigher-order cross moments

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Control/observation systems involving computers (process control, etc.) (93C83)

Cites Work

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• Multichannel adaptive blind deconvolution using the complex cepstrum of higher order cross-spectra
• Adaptive computation of higher-order moments and its systolic realization

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