Statistical Estimation and Hypothesis Testing on Impulse Response Function
In this paper a time-invariant continuous linear system is considered with a real-valued impulse response function (IRF) which is defined on a bounded domain. A sample input- output cross-correlogram is taken as an estimator of the response function. The input processes are supposed to be zero-m...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2025-01-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1977 |
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