Lii, Keh-Shin; Rosenblatt, Murray Deconvolution of non-Gaussian linear processes with vanishing spectral values. (English) Zbl 0582.60052 Proc. Natl. Acad. Sci. USA 83, 199-205 (1986). We consider the problem of estimating the filter generating a non- Gaussian linear process and the deconvolution of that process when the spectral density of the process has zeros. Without using a minimum phase assumption we show that often if there are only finitely many zeros there are procedures to effect such an estimation and deconvolution. Cited in 2 Documents MSC: 60G35 Signal detection and filtering (aspects of stochastic processes) 62M20 Inference from stochastic processes and prediction 93E11 Filtering in stochastic control theory Keywords:non-minimum phase; cumulant spectra; spectral density × Cite Format Result Cite Review PDF Full Text: DOI Link