A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process

DOI10.1080/00207721.2013.784444zbMath1316.93109DBLPjournals/ijsysc/ShantaK15OpenAlexW2052160711WikidataQ59265075 ScholiaQ59265075MaRDI QIDQ5265617

Shahnoor Shanta, Visakan Kadirkamanathan

Publication date: 28 July 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2013.784444

zbMATH Keywords

probability density estimationtime reversalbispectrumnon-minimum phase systemdependent data bootstrappolyspectrum

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Time series analysis of dynamical systems (37M10)

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