Deconvolution of non-Gaussian linear processes with vanishing spectral values.
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.
Department of Statistics, University of California, Riverside, CA 92521.
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Rosenblatt