Consistent estimation of the bispectral density function of a harmonizable process

DOI10.1016/S0378-3758(01)00130-6MaRDI QIDQ5957821zbMATH OpenFDO

Authors H. Soedjak

Publication date 23 May 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(01)00130-6

zbMATH Keywords

bispectral density estimatorstrongly harmonizable processes

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
• CHAPTER 7: BISPECTRAL DENSITY ESTIMATION IN HARMONIZABLE PROCESSES
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
• Harmonizable processes: Structure theory
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Moment inequalities for mixing sequences of random variables
• Representation of strongly harmonizable periodically correlated processes and their covariances
• Some mixing properties of time series models

Cited in

(7)

• The estimation of the bispectral density function and the detection of periodicities in a signal
• Unified approach to trimmed mean estimation and its application to bispectrum estimation of EEG signals
• scientific article; zbMATH DE number 4209421 (Why is no real title available?)
• BISPECTRAL ANALYSIS OF RANDOMLY SAMPLED DATA
• scientific article; zbMATH DE number 1149957 (Why is no real title available?)
• Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
• Spectrum inference for replicated spatial locally time-harmonizable time series

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