Bispectra and phase of non-Gaussian linear processes

DOI10.1007/BF01066718MaRDI QIDQ685738zbMATH OpenOpenAlexFDO

Authors Keh-Shin Lii, Murray Rosenblatt

Publication date 3 October 1993

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01066718

zbMATH Keywords

biasdeconvolutionbispectrumtransfer function estimationasymptotic convergence propertiesnon-Gaussian casephase of transfer functions of linear processesresolution of astronomical imagesvariance of the phase estimate

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3658896 (Why is no real title available?)
• An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• Detecting a transient signal by bispectral analysis
• Higher-order spectrum factorization in one and two dimensions with applications in signal modeling and nonminimum phase system identification
• Maximum likelihood estimation for noncausal autoregressive processes
• On adaptive estimation in stationary ARMA processes
• The identification of a particular nonlinear time series system

Cited in

(6)

• On phase-lag estimation from non-Gaussian time series
• Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D
• Trispectrum deconvolution of linear processes with randomly missing observations
• scientific article; zbMATH DE number 3898063 (Why is no real title available?)
• Identification of mixed-phase systems from frequency slices of the bispectrum
• A RELATION FOR ‘LINEARITY’ OF THE BISPECTRUM

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