# On the Statistical Consistency of a Generalized Cepstral Estimator

arXiv: https://arxiv.org/abs/2301.06784 · HTML: https://mlsanity.com/paper/2301.06784/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 17 Jan 2023.

## Built on by (most cited first, 1 of 1)

- [Identification of Non-causal Graphical Models](https://mlsanity.com/paper/2410.09480/) (2024)

## Abstract (arXiv)

We consider the problem to estimate the generalized cepstral coefficients of a stationary stochastic process or stationary multidimensional random field. It turns out that a naive version of the periodogram-based estimator for the generalized cepstral coefficients is not consistent. We propose a consistent estimator for those coefficients. Moreover, we show that the latter can be used in order to build a consistent estimator for a particular class of cascade linear stochastic systems.