On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes

DOI10.1109/29.106866zbMath0706.93064OpenAlexW2162361194MaRDI QIDQ3487247

Georgios B. Giannakis, Ananthram Swami

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/10.1109/29.106866

zbMATH Keywords

noisy observationnon-Gaussian ARMA processes

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (6)

Identifiability of general ARMA processes using linear cumulant-based estimators ⋮ Model identification for infinite variance autoregressive processes ⋮ Identification of non-minimum phase transfer function using higher-order spectrum ⋮ Maximum likelihood estimation for all-pass time series models ⋮ Rank-based estimation for all-pass time series models ⋮ A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process

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