Fitting ARMA models to linear non-Gaussian processes using higher order statistics.

DOI10.1016/S0165-1684(02)00340-7zbMath1098.94513OpenAlexW1980218259MaRDI QIDQ1853357

Ahmad Alshamali, Adnan M. Al-Smadi

Publication date: 21 January 2003

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

Full work available at URL: https://doi.org/10.1016/s0165-1684(02)00340-7

zbMATH Keywords

ARMACumulantsHOS

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Hybridization of intelligent techniques and ARIMA models for time series prediction ⋮ Blind channel identification using higher-order statistics

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