‘PURIFYING’ NOISY SIGNALS
A. Rabinovitch and
R. Thieberger
Journal of Time Series Analysis, 1992, vol. 13, issue 3, 267-280
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.
Date: 1992
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https://doi.org/10.1111/j.1467-9892.1992.tb00106.x
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:13:y:1992:i:3:p:267-280
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