论文信息 - Relationship between time-varying higher order statistics and a time-varying moving average model

Relationship between time-varying higher order statistics and a time-varying moving average model

The parameters of a time-varying moving average (MA) model of a nonstationary signal are shown to be related to the cumulants of the signal generated from a nonGaussian independent and incrementally distributed input. Therefore, it is shown that the cumulants can be computed from the parameters of a time-varying MA model, and vice verse.

Ah Chung Tsoi | Lunji Qiu | A. Tsoi | L. Qiu

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