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• W1561062486 abstract "This paper presents a statistical approach for estimating the moments by using higher-order cumulants when the additive noise is Gaussian colored noise. It is shown that the kth-order moments of the noise samples are only related to the variance of the noise and that the estimators have the properties of unbiasedness and congruence. A numerical simulation is performed for constructing a Markov chain of continuous time parameters. The results show the validity of this algorithm." @default.
• W1561062486 created "2016-06-24" @default.
• W1561062486 creator A5036920345 @default.
• W1561062486 creator A5063336422 @default.
• W1561062486 date "2002-11-27" @default.
• W1561062486 modified "2023-09-25" @default.
• W1561062486 title "Higher-order statistics-based estimation of moments of first passage time for Markov chains in its reverse problem" @default.
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• W1561062486 doi "https://doi.org/10.1109/icosp.1998.770244" @default.
• W1561062486 hasPublicationYear "2002" @default.
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