Parametric signal modelling using Laguerre filters

DOI10.1214/aoap/1177005434zbMath0784.62080OpenAlexW2076788339MaRDI QIDQ687705

E. J. Hannan, B. Wahlberg

Publication date: 28 October 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005434

zbMATH Keywords

Levinson algorithmautoregressive modelsdiscrete Laguerre filtershigh order properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (2)

On approximation of stable linear dynamical systems using Laguerre and Kautz functions ⋮ Real‐time identification of nonlinear multiple‐input–multiple‐output systems with unknown input time delay using Wiener model with Neuro‐Laguerre structure

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