Abstract
Abstract. A method is presented for obtaining the set of all possible pure origins of a given noisy ARMA(2,2) signal. By a transformation to a new set of variables the locus of this set becomes a straight line.
Original language | English |
---|---|
Pages (from-to) | 267-280 |
Number of pages | 14 |
Journal | Journal of Time Series Analysis |
Volume | 13 |
Issue number | 3 |
DOIs | |
State | Published - 1 Jan 1992 |
Keywords
- ARMA
- Noise
- noise removal
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics