Cumulant-Based Order Determination of Non-Gaussian ARMA Models

Keyphrases

• Non-Gaussian 100%
• Cumulants 100%
• Order Determination 100%
• Gaussian ARMA Models 100%
• Higher-order Statistics 66%
• Ortho 33%
• Statistical Analysis 33%
• Autocorrelation 33%
• Linear Dependence 33%
• High Probability 33%
• Relative Degree 33%
• ARMA Process 33%
• ARMA Model 33%
• Third-order Cumulant 33%
• Decomposition Approach 33%
• Singular Value Decomposition 33%
• Gram-Schmidt 33%
• Rank Determination 33%
• Determination Approach 33%
• Argument Principle 33%

Mathematics

• Gaussian Distribution 100%
• Cumulants 100%
• Matrix 66%
• Order Statistics 66%
• Statistical Analysis 33%
• Probability Theory 33%
• Upper Bound 33%
• Singular Value Decomposition 33%
• Method Performs 33%
• Argument Principle 33%
• Autocorrelation 33%