Real and complex QARMA processes

DOI10.1016/0016-0032(96)00013-0zbMath0860.93032OpenAlexW2026848188MaRDI QIDQ1925081

David Declercq, Patrick Duvaut

Publication date: 27 October 1996

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

Full work available at URL: https://doi.org/10.1016/0016-0032(96)00013-0

zbMATH Keywords

nonlinear filteringlower boundcorrelationsGaussian ARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11)

Cites Work

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• The identification of polynomial systems by means of higher order spectra
• On the Symmetrized Kronecker Power of a Matrix and Extensions of Mehler’s Formula for Hermite Polynomials

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