DECONVOLUTION AND ESTIMATION OF TRANSFER-FUNCTION PHASE AND COEFFICIENTS FOR NON-GAUSSIAN LINEAR-PROCESSES

被引：221

作者：

LII, KS ^{[1
]}

ROSENBLATT, M ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92093

来源：

关键词：

D O I：

10.1214/aos/1176345984

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1195 / 1208

页数：14

共 13 条

[1]

ANDERSON TW, 1971, SPECTRAL ANAL TIME S

[2]

BASAWA IV, 1975, SANKHYA A, V38, P259

[3]

Box G.E.P., 1976, TIME SERIES ANAL

[4]

Brillinger D., 1967, SPECTRAL ANAL TIME S, P153

[5]

Donoho D, 1981, APPLIED TIME SERIES, VII, P565

[6] ZERO MEMORY NON-LINEAR DECONVOLUTION [J].

GODFREY, R ;

ROCCA, F .

[7]

HENRICI P, 1974, APPLIED COMPUTATIONA, V1

[8]

Huzii M., 1981, Journal of Time Series Analysis, V2, P87, DOI 10.1111/j.1467-9892.1981.tb00314.x

[9]

Jenkins G. M., 1968, SPECTRAL ANAL ITS AP

[10]

LII KS, 1981, ACM T MATH SOFTWARE, V7