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Nonminimum phase non-Gaussian deconvolution

Author

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  • Lii, Keh-Shin
  • Rosenblatt, Murray

Abstract

A procedure for deconvolution of nonminimum phase non-Guassian time series based on the estimation of higher order (greater than two) spectra is given. This can be applied to the analysis of seismograms. The procedure allows estimation of the wavelet. Knowledge of cumulant spectra of order greater than two allows estimation of the phase of the wavelet. In this way one has access to information not available in the ordinary second-order deconvolution procedures. Computational details of the method for estimating the phase of the wavelet are given. There are simulated illustrative examples. One of the examples is based on an actual reflectivity series from a sonic well log. The method is effective asymptotically in the nonminimum phase non-Gaussian context where the Wiener-Levinson procedure does not apply.

Suggested Citation

  • Lii, Keh-Shin & Rosenblatt, Murray, 1988. "Nonminimum phase non-Gaussian deconvolution," Journal of Multivariate Analysis, Elsevier, vol. 27(2), pages 359-374, November.
    • Handle: RePEc:eee:jmvana:v:27:y:1988:i:2:p:359-374
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    Cited by:

    1. Andrews, Beth & Davis, Richard A. & Jay Breidt, F., 2006. "Maximum likelihood estimation for all-pass time series models," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1638-1659, August.

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