ON PHASE-LAG ESTIMATION FROM NON-GAUSSIAN TIME-SERIES
成果类型：
Note
署名作者：
WALDEN, AT
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1988
页码：
785787
关键词：
摘要：
An important problem in the physical sciences is estimation of the innovations of a noninvertible linear process. Here the problem of deconvolving such a time series containing a phase-lead is investigated. A compensating phase-lag filter is sought, and is estimated by maximization of a chosen statistic or projection index. It is demonstrated by simulation that a statistic which is superior to another in the ideal case of a full-band time series can be substantially inferior in the band-limited case.