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Identification of non-minimum phase transfer function using higher-order spectrum

Year of publication:
1992
Authors: Kumon, Masayuki
Published in:
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 44.1992, 2, p. 239-260
Publisher: Springer
Subject: All-pass | asymptotic efficiency | cumulant spectrum | inner function | linear process | minimum phase | non-Gaussian | outer function
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005169196
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