Asymptotically Optimal Estimation of MA and ARMA Parameters of Non-Gaussian Processes from High-Order Moments

IEEE Transactions on Automatic Control

Volumn 35, Issue 1, 1990, Pages 27-35

  Friedlander, Benjamin ^a   Porat, Boaz ^b  

^a FAIRCHILD SEMICONDUCTOR   (United States)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL STATISTICS; MATHEMATICAL TECHNIQUES--LEAST SQUARES APPROXIMATIONS;

ASYMPTOTICALLY OPTIMAL ESTIMATION; HIGH-ORDER MOMENTS; HIGH-ORDER STATISTICS; MA/ARMA PARAMETERS ESTIMATION; MINIMUM VARIANCE ALGORITHM; NON-GAUSSIAN PROCESSES;

SYSTEMS SCIENCE AND CYBERNETICS;

EID: 0025214757     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.45140     Document Type: Article

References (14)

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