Cumulant-based order determination of non-Gaussian ARMA models.

Georgios B. Giannakis Jerry M. Mendel

Published in: IEEE Trans. Acoust. Speech Signal Process. (1990)

Keyphrases

statistical models
monte carlo simulation
autoregressive
probabilistic model
non stationary
complex systems
statistical model
negative matrix factorization
moving average
neural network
decision trees
pairwise
conditional random fields
mathematical models