Lii, K. S.; Rosenblatt, M. Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes. (English) Zbl 0512.62090 Ann. Stat. 10, 1195-1208 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 32 Documents MSC: 62M15 Inference from stochastic processes and spectral analysis 93E10 Estimation and detection in stochastic control theory 93E03 Stochastic systems in control theory (general) 62G99 Nonparametric inference 62M09 Non-Markovian processes: estimation Keywords:deconvolution; estimation of transfer function phase; asymptotics; bispectrum; non Gaussian linear processes; computational examples Citations:Zbl 0423.60043 PDFBibTeX XMLCite \textit{K. S. Lii} and \textit{M. Rosenblatt}, Ann. Stat. 10, 1195--1208 (1982; Zbl 0512.62090) Full Text: DOI