CHAPTER 7: BISPECTRAL DENSITY ESTIMATION IN HARMONIZABLE PROCESSES

DOI10.1142/9789814551281_0007MaRDI QIDQ3464500zbMATH OpenOpenAlexFDO

Authors H. Soedjak

Publication date 27 January 2016

Published in Real and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789814551281_0007

zbMATH Keywords

bispectral density estimationharmonizable processesweakly stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Density estimation (62G07) Non-Markovian processes: estimation (62M09)

Cited in

(1)

• Consistent estimation of the bispectral density function of a harmonizable process

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