Linear processes and bispectra
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Publication:3857510
DOI10.2307/3212945zbMath0423.60043OpenAlexW1982764124MaRDI QIDQ3857510
Publication date: 1980
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212945
phaseestimationlinear processautoregressive moving average modelbispectrummodulusfrequency response functionnon-Gaussianlinear and nonlinear prediction
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)
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