Time series nonlinearity modeling: A Giannakis formula type approach
From MaRDI portal
Publication:948187
DOI10.1016/S0165-1684(03)00092-6zbMath1144.94346OpenAlexW2069934932MaRDI QIDQ948187
Jean-Marc Le Caillec, René Garello
Publication date: 8 October 2008
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1684(03)00092-6
Volterra seriesblind identification of nonlinear systemGiannakis formulaHammerstein seriesnonlinearity quantification
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items (2)
Spectral inversion of second order Volterra models based on the blind identification of Wiener models ⋮ Studies of information quantities and information geometry of higher order cumulant spaces
This page was built for publication: Time series nonlinearity modeling: A Giannakis formula type approach
