On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions

DOI10.1080/03610926.2020.1738490OpenAlexW2921150486MaRDI QIDQ5079192

Irina Blazhievska, Vladimir Zaiats

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.06446

zbMATH Keywords

comparison principleentropy methodimpulse response functionlinear time-invariant systemsquare-Gaussian processcross-correlogramprokhorov theorem

Mathematics Subject Classification ID

Statistics (62-XX)

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