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Let {Xi} be a stationary dependent random process with finite eight-order moments. For broad classes of processes (??-mixing and strongly mixing), we obtain the convergence in probability, with sharp rates, of the estimate of the fourth-order cumulant from n observations {Xi}i=1n . We also establish the asymptotic distribution of the estimation error. The asymptotic expression of the variance is...
For packet-based transmission of data over a network, or temporary sensor failure, etc., data samples may be missing in the measured signals. The missing measurements will happen at any sample time, and the probability of the occurrence of missing data was assumed to be known. The series which fulfils Bernoulli distribution was used to describe the missing measurements. Based on the Takagi-Sugeno...
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