Nonminimum phase non-Gaussian deconvolution. (English) Zbl 0658.60069

Lii, Keh-Shin; Rosenblatt, Murray

J. Multivariate Anal. 27, No. 2, 359-374 (1988).

From the authors’ abstract: A procedure for deconvolution of nonminimum phase non-Gaussian time-series based on the estimation of higher order (greater than two) spectra is given. Knowledge of cumulant spectra of order greater than two allows estimation of the phase of the wavelet. Computational details of the method for estimating the phase of the wavelet are given. There are simulated illustrative examples.

Reviewer: M.P.Mokljacuk

MSC:

60G35	Signal detection and filtering (aspects of stochastic processes)
62M15	Inference from stochastic processes and spectral analysis
86A15	Seismology (including tsunami modeling), earthquakes

Keywords:

cumulant spectra; deconvolution; non-Gaussian time-series

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