The estimation of the bispectrum of a discrete-time stationary Non-Guassian autoregressive (AR) process from a finite set of noisy observations is considered. A modified bispectrum-rum estimator based on high-order Yule-Walker equations is established.
Autoregressive bispectrum estimation in non-Guassian noise
1995-01-01
184401 byte
Conference paper
Electronic Resource
English
Autoregressive Bispectrum Estimation in Non-Guassian Noise
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