Relationship between time-varying higher order statistics and atime-varying moving average model

摘要

The parameters of a time-varying moving average (MA) model of anonstationary signal are shown to be related to the cumulants of thesignal generated from a nonGaussian independent and incrementallydistributed input. Therefore, it is shown that the cumulants can becomputed from the parameters of a time-varying MA model, and vice verse