On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities

DOI10.1109/TIT.1978.1055909zbMath0382.60040OpenAlexW2079131395MaRDI QIDQ4160156

Stamatis Cambanis, Elias Masry

Publication date: 1978

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1978.1055909

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (4)

Granger causality from quantized measurements ⋮ Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding ⋮ Identification of discrete Hammerstein systems by the Fourier series regression estimate ⋮ SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA

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