PARAMETER-ESTIMATION FOR LINEAR ALPHA-STABLE PROCESSES

Authors
SWAMI A SADLER B
Citation
A. Swami et B. Sadler, PARAMETER-ESTIMATION FOR LINEAR ALPHA-STABLE PROCESSES, IEEE signal processing letters, 5(2), 1998, pp. 48-50
Citations number
11
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE signal processing letters → ACNP
ISSN journal
10709908
Volume
5
Issue
2
Year of publication
1998
Pages
48 - 50
Database
ISI
SICI code
1070-9908(1998)5:2<48:PFLAP>2.0.ZU;2-V
Abstract
Although alpha-stable processes have infinite variance, one can define and consistently estimate the normalized correlations and cumulants o f linear processes with stable innovations. Hence, conventional techni ques can be used to estimate the parameters of nonminimum phase alpha- stable processes.