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

J.K. Tugnait

doi:10.1109/78.376841

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 ◽

Cited By ~ 9

Author(s):

J.K. Tugnait

Keyword(s):

Parameter Estimation ◽

Arma Models ◽

Non Gaussian

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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 ◽

Cited By ~ 1

Author(s):

Richard A. Davis ◽

Jing Zhang

Keyword(s):

Parametric Estimation ◽

Minimum Phase ◽

Arma Models ◽

Non Gaussian

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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 ◽

Cited By ~ 141

Author(s):

G.B. Giannakis ◽

J.M. Mendel

Keyword(s):

Arma Models ◽

Non Gaussian ◽

Order Determination

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A radar application of a modified Cramer-Rao bound: parameter estimation in non-Gaussian clutter

IEEE Transactions on Signal Processing ◽

10.1109/78.700966 ◽

1998 ◽

Vol 46 (7) ◽

pp. 1945-1953 ◽

Cited By ~ 37

Author(s):

F. Gini

Keyword(s):

Parameter Estimation ◽

Non Gaussian ◽

Cramer Rao Bound

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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 ◽

Cited By ~ 14

Author(s):

Adnan Al-Smadi ◽

Ahmad Alshamali

Keyword(s):

Order Statistics ◽

Gaussian Processes ◽

Higher Order ◽

Higher Order Statistics ◽

Arma Models ◽

Non Gaussian

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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 ◽

Non Gaussian

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Parameter estimation in the presence of non-Gaussian noise

10.1109/cdc.1980.271885 ◽

1980 ◽

Cited By ~ 1

Author(s):

Horst Salzwedel

Keyword(s):

Parameter Estimation ◽

Gaussian Noise ◽

Non Gaussian

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Parameter estimation of ARMA models using a computationally efficient maximum likelihood technique

10.1109/cdc.1973.269239 ◽

1973 ◽

Author(s):

A. Sarris ◽

M. Eisner

Keyword(s):

Parameter Estimation ◽

Maximum Likelihood ◽

Arma Models ◽

Computationally Efficient ◽

Maximum Likelihood Technique

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PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1995.tb00226.x ◽

1995 ◽

Vol 16 (2) ◽

pp. 127-145 ◽

Cited By ~ 33

Author(s):

G. J. Adams ◽

G. C. Goodwin

Keyword(s):

Parameter Estimation ◽

Arma Models

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Sequential Parameter Estimation of Time-Varying Non-Gaussian Autoregressive Processes

EURASIP Journal on Advances in Signal Processing ◽

10.1155/s1110865702205089 ◽

2002 ◽

Vol 2002 (8) ◽

Cited By ~ 11

Author(s):

Petar M. Djurić ◽

Jayesh H. Kotecha ◽

Fabien Esteve ◽

Etienne Perret

Keyword(s):

Parameter Estimation ◽

Time Varying ◽

Autoregressive Processes ◽

Non Gaussian ◽

Estimation Of Time

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Parameter estimation of transient signal in non-Gaussian noise

TENCON '91. Region 10 International Conference on EC3-Energy, Computer, Communication and Control Systems ◽

10.1109/tencon.1991.753875 ◽

2005 ◽

Author(s):

P. Sircar ◽

S. Mukhopadhyay

Keyword(s):

Parameter Estimation ◽

Gaussian Noise ◽

Transient Signal ◽

Non Gaussian

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