Referenced Items are not available for this document.
The estimation of MA (moving average) parameters of causal ARMA (autoregressive moving average) models using the third-order cumulants alone is treated. A novel recursive approach is proposed. Under certain conditions, the approach applies to noncausal models
Published in:
Signal Processing, IEEE Transactions on
(Volume:40
,
Issue:
11
)
Date of Publication: Nov 1992
- Page(s):
- 2870 - 2873
- ISSN :
- 1053-587X
- INSPEC Accession Number:
- 4334424
- Digital Object Identifier :
- 10.1109/78.165684
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Nov 1992
- Sponsored by :
- IEEE Signal Processing Society
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