Title :
The Asymptotic Second Order Moments of the Estimated Third Order Cumulants of Stationary Processes
Author :
Port, Boaz ; Friedlander, Benjamin
Author_Institution :
Dept. of Electrical Engineering, Technion-Israel Institute of Technology, Haifa 32000, Israel
Abstract :
This paper derives asymptotic formulas for the second order moments of the estimated third order cumulants of stationary linear processes. The formulas are first derived for general processes, and then specialized to ARMA processes. The asymptotic second order moments are useful for analyzing the statistical properties of estimators based on the third order cumulants.
Keywords :
Adaptive algorithm; Closed-form solution; Equations; Parameter estimation; Phase estimation; Random variables; Transfer functions; Yttrium;
Conference_Titel :
American Control Conference, 1988
