Cumulant based identification of multichannel moving-average models
Given cumulants of a stationary, perhaps noisy, non-Gaussian r-variate moving average, MA(q) process, identifiability conditions are studied, under which the MA coefficient matr...
Given cumulants of a stationary, perhaps noisy, non-Gaussian r-variate moving average, MA(q) process, identifiability conditions are studied, under which the MA coefficient matr...
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