Identification and estimation of non-Gaussian ARMA processes

DOI10.1109/29.57555zbMath0714.93057OpenAlexW2149502324MaRDI QIDQ3200969

Keh-Shin Lii

Publication date: 1990

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.57555

zbMATH Keywords

parameter estimationbispectral analysisadditive Gaussian noisemodel identificationPade approximationnon-Gaussian modelFinite parameter models of ARMA type

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Padé approximation (41A21)

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Suboptimal identification of nonlinear ARMA models using an orthogonality approach ⋮ Multiscale statistical signal processing: identification of a multiscale AR process from a sample of an ordinary signal

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