MA-model identification using modulated moment sequences

DOI10.1016/0165-1684(96)81013-9zbMATH Open0925.93922OpenAlexW2000187101WikidataQ126865142 ScholiaQ126865142MaRDI QIDQ672853

Juan-Miguel Gracia

Publication date: 28 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(96)81013-9

zbMATH Keywords

Higher-order statisticsMA-parameter estimationModulated moment sequences

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Inference from stochastic processes (62M99)

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