Semi-Parametric Estimation for Non-Gaussian Non-Minimum Phase ARMA Models

Journal of Time Series Analysis ◽

10.1111/jtsa.12253 ◽

2017 ◽

Vol 39 (3) ◽

pp. 251-272 ◽

Author(s):

Richard A. Davis ◽

Jing Zhang

Keyword(s):

Parametric Estimation ◽

Minimum Phase ◽

Arma Models ◽

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Cumulant-based order determination of non-Gaussian ARMA models

IEEE Transactions on Acoustics Speech and Signal Processing ◽

10.1109/29.57576 ◽

1990 ◽

Vol 38 (8) ◽

pp. 1411-1423 ◽

Author(s):

G.B. Giannakis ◽

J.M. Mendel

Keyword(s):

Arma Models ◽

Non Gaussian ◽

Order Determination

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PERIODIC ARMA MODELS: OPTIMAL PREDICTION AND MINIMUM-PHASE CONDITION

Automatic Control 1990 ◽

10.1016/b978-0-08-041263-4.50077-4 ◽

1991 ◽

pp. 449-454

Author(s):

S. Bittanti ◽

G. De Nicolao

Keyword(s):

Minimum Phase ◽

Optimal Prediction ◽

Arma Models ◽

Phase Condition

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Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2018.1468456 ◽

2019 ◽

Vol 48 (9) ◽

pp. 2791-2811

Author(s):

S. Rao Jammalamadaka ◽

Emanuele Taufer

Keyword(s):

Parametric Estimation ◽

Autoregressive Parameter ◽

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Fitting ARMA models to linear non-Gaussian processes using higher order statistics

Signal Processing ◽

10.1016/s0165-1684(02)00340-7 ◽

2002 ◽

Vol 82 (11) ◽

pp. 1789-1793 ◽

Author(s):

Adnan Al-Smadi ◽

Ahmad Alshamali

Keyword(s):

Order Statistics ◽

Gaussian Processes ◽

Higher Order ◽

Higher Order Statistics ◽

Arma Models ◽

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Non-Gaussian ARMA Models

Statistical Inference for Discrete Time Stochastic Processes - SpringerBriefs in Statistics ◽

10.1007/978-81-322-0763-4_3 ◽

2012 ◽

pp. 39-54

Author(s):

M. B. Rajarshi

Keyword(s):

Arma Models ◽

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A novel parametric estimation algorithm for non-Gaussian processes experiencing impulsive noise

2007 6th International Conference on Information, Communications & Signal Processing ◽

10.1109/icics.2007.4449641 ◽

2007 ◽

Author(s):

Preston D. Frazier ◽

M. F. Chouikha

Keyword(s):

Gaussian Processes ◽

Impulsive Noise ◽

Estimation Algorithm ◽

Parametric Estimation ◽

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Parameter estimation for noncausal ARMA models of non-Gaussian signals via cumulant matching

IEEE Transactions on Signal Processing ◽

10.1109/78.376841 ◽

1995 ◽

Vol 43 (4) ◽

pp. 886-893 ◽

Author(s):

J.K. Tugnait

Keyword(s):

Parameter Estimation ◽

Arma Models ◽

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Identification of noncausal ARMA models of non-Gaussian processes using higher-order statistics

10.1109/icassp.1990.116063 ◽

2002 ◽

Author(s):

J.K. Tugnait

Keyword(s):

Order Statistics ◽

Gaussian Processes ◽

Higher Order ◽

Higher Order Statistics ◽

Arma Models ◽

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Semi-parametric Estimation of the Change-Point of Parameters of Non-gaussian Sequences by Polynomial Maximization Method

Challenges in Automation, Robotics and Measurement Techniques - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-29357-8_80 ◽

2016 ◽

pp. 903-919 ◽

Author(s):

Serhii W. Zabolotnii ◽

Zygmunt L. Warsza

Keyword(s):

Change Point ◽

Parametric Estimation ◽

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On parameter identifiability of multidimensional non-Gaussian ARMA models using cumulant matching

Proceedings of 27th Asilomar Conference on Signals, Systems and Computers ◽

10.1109/acssc.1993.342558 ◽

2002 ◽

Author(s):

J.K. Tugnait

Keyword(s):

Arma Models ◽

Parameter Identifiability ◽

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