An adaptive method for consistent parameter estimation of a non-Gaussian MA process
X.-W. Wang, Ziang He, X.-D. Zhang · 1993 IEEE International Symposium on Circuits and Systems · 2002
A new adaptive method of estimating the parameters of non-Gaussian, nonminimum phase moving average processes is proposed. The adaptive method is developed using a consistency-guaranteed equation system of higher order cumulants. These can provide consistent estimates of the parameters. Simulation results are provided to show the performance of the new adaptive method.>