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- W2052160711 abstract "A bootstrap-based methodology is developed for parameter estimation and polyspectral density estimation in the case of the approximating model of the underlying stochastic process being non-minimum phase autoregressive-moving-average (ARMA) type, given a finite realisation of a single time series data. The method is based on a minimum phase/maximum phase decomposition of the system function together with a time reversal step for the parameter and polyspectral confidence interval estimation. Simulation examples are provided to illustrate the proposed method." @default.
- W2052160711 created "2016-06-24" @default.
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- W2052160711 date "2013-04-09" @default.
- W2052160711 modified "2023-09-25" @default.
- W2052160711 title "A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process" @default.
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- W2052160711 doi "https://doi.org/10.1080/00207721.2013.784444" @default.
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