Linear processes and bispectra

DOI10.2307/3212945zbMath0423.60043OpenAlexW1982764124MaRDI QIDQ3857510

Murray Rosenblatt

Publication date: 1980

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212945

zbMATH Keywords

phaseestimationlinear processautoregressive moving average modelbispectrummodulusfrequency response functionnon-Gaussianlinear and nonlinear prediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

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