Identifiability of general ARMA processes using linear cumulant-based estimators
type: Item
instance of: scholarly article
title: Identifiability of general ARMA processes using linear cumulant-based estimators
zbMATH Open document ID: 0765.93075
DOI: 10.1016/0005-1098(92)90036-F
author: Ananthram Swami
author: Georgios B. Giannakis
published in: Automatica
publication date: 1992-10-13T00:00:00Z
Mathematics Subject Classification ID: 93E12
zbMATH DE Number: 68830
zbMATH Keywords: cumulants
zbMATH Keywords: non-Gaussian ARMA processes
zbMATH Keywords: additive colored Gaussian noise
MaRDI profile type: Publication
cites work: Q5540026
cites work: On the identifiability of non-Gaussian ARMA models using cumulants
cites work: On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
cites work: A unifying maximum-likelihood view of cumulant and polyspectral measures for non-Gaussian signal classification and estimation
cites work: ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT
cites work: Higher-order spectrum estimation via noncausal autoregressive modeling and deconvolution
cites work: Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
cites work: Recovering the poles from third-order cumulants of system output
cites work: Consistent order selection for noncausal autoregressive models via higher-order statistics
description: scientific article; zbMATH DE number 68830