Higher-order spectrum estimation via noncausal autoregressive modeling and deconvolution

DOI10.1109/29.9037zbMath0850.93861OpenAlexW2146762176MaRDI QIDQ4710401

Chrysostomos L. Nikias, Hsing-Hsing Chiang

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1109/29.9037

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Identification in stochastic control theory (93E12)

Related Items (1)

Identifiability of general ARMA processes using linear cumulant-based estimators

This page was built for publication: Higher-order spectrum estimation via noncausal autoregressive modeling and deconvolution