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Given cumulants of a stationary, perhaps noisy, non-Gaussian r-variate moving average, MA(q) process, identifiability conditions are studied, under which the MA coefficient matrices, the input statistics, and the order q can be uniquely determined. The selection of a unique representative from the equivalence class corresponding to a given cumulant structure involves fewer restrictions than that corresponding to a given covariance structure. Two algorithms are derived for estimating the (possibly) nonminimum-phase MA coefficient matrices.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
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Giannakis et al. (1989) studied this question.
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