Maximum likelihood estimation for noncausal autoregressive processes

Journal of Multivariate Analysis

Volumn 36, Issue 2, 1991, Pages 175-198

  Breid, F Jay ^a   Davis, Richard A ^a   Lh, Keh Shin ^b   Rosenblatt, Murray ^c  

^a Department of Environmental and Radiological Health Sciences   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

asymptotic normality; autoregressive process; maximum likelihood estimates; noncausal; nonminimum phase

Indexed keywords

EID: 0040532522     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/0047-259X(91)90056-8     Document Type: Article

References (10)

1. Adaptive estimates for autoregressive processes
2. On adaptive estimation in stationary ARMA processes
3. Deconvolution and estimation of transfer function phase and coefficients for non-Gaussian linear processes
4. Bispectrum estimation: A digital signal processing framework