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.
Lii
K S
KS
Department of Statistics, University of California, Riverside, CA 92521.
Rosenblatt
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