Maximum standardized cumulant deconvolution of non-Gaussian linear processes

DOI10.1214/aos/1176347877zbMath0715.60047OpenAlexW2039546362MaRDI QIDQ751716

Qian-Sheng Cheng

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aos/1176347877

zbMATH Keywords

linear processautoregressive modelsmaximum standardized cumulant deconvolution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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