scientific article; zbMATH DE number 1474896

zbMATH Open0974.93068MaRDI QIDQ4489470

Zongyuan Mao, Hong-Zhou Tan

Publication date: 30 November 2001

Title of this publication is not available (Why is that?)

zbMATH Keywords

third-order cumulantAR modelsystem order identification

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (4)

Order identification for Gaussian moving averages using the codifference function ⋮ Parameter estimation for INAR processes based on high-order statistics ⋮ Blind identification of noncausal AR models based on higher-order statistics ⋮ Fitting ARMA models to linear non-Gaussian processes using higher order statistics.

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