Bispectra and phase of non-Gaussian linear processes

DOI10.1007/BF01066718zbMath0774.62089OpenAlexW1995960428MaRDI QIDQ685738

Murray Rosenblatt, Keh-Shin Lii

Publication date: 3 October 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01066718

zbMATH Keywords

biasdeconvolutionbispectrumtransfer function estimationasymptotic convergence propertiesnon-Gaussian casephase of transfer functions of linear processesresolution of astronomical imagesvariance of the phase estimate

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

Cites Work

• Unnamed Item
• Maximum likelihood estimation for noncausal autoregressive processes
• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
• On adaptive estimation in stationary ARMA processes
• Higher-order spectrum factorization in one and two dimensions with applications in signal modeling and nonminimum phase system identification
• Detecting a transient signal by bispectral analysis
• The identification of a particular nonlinear time series system

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