非高斯时间序列的辨识

ICASSP '87. IEEE International Conference on Acoustics, Speech, and Signal Processing Pub Date : 1987-04-06 DOI:10.1109/ICASSP.1987.1169728

R. Mohler, Z. Tang

引用次数: 0

摘要

本文考虑仿射双线性时间序列模型AB(p,q)。采用“逆方法”估计模型参数。非预期AB(p,p)模型可以从AB转化为2p-1维向量

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On identification of non-Gaussian time series

Affine bilinear time series models AB(p,q) are considered here. An "inverse method" is used to estimate model parameters. A non-anticipative AB(p,p) model could be transfered to 2p-1 dimension vector form AB

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来源期刊

ICASSP '87. IEEE International Conference on Acoustics, Speech, and Signal Processing

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