COUNTEREXAMPLES TO ON ESTIMATING NONCASUAL NONMINIMUM PHASE ARMA MODELS OF NON-GAUSSIAN PROCESSES - REPLY

被引：0

作者：

GIANNAKIS, GB ^{[1
]}

SWAMI, A ^{[1
]}

机构：

[1] EXPLORAT RES,UNOCAL SCI & TECHNOL DIV,BREA,CA 92621

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1992年 / 40卷 / 04期

关键词：

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In [4] counterexamples to algorithms published in [1] are given. We propose a set of lags (different from those given in [1]) and show that, with this modification, the algorithms of [1, sec. IV] yield consistent parameter estimators. With the modified set of lags the counterexamples in [4] no longer hold. The algorithm is also extended to cumulants of order greater than three.

引用

页码：1013 / 1015

页数：3

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