Estimation of the Bispectrum
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(22)- A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION
- Bispectral-based methods for clustering time series
- Method for the global analysis of non-linear parametrized systems
- Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
- Spectral representation of Markov-switching bilinear processes
- Nonlinear time series classification using bispectrum-based deep convolutional neural networks
- A cumulant based algorithm for the identification of input-output quadratic systems
- Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals
- Electrocardiogram classification using delay differential equations
- Diagnosis of poor control-loop performance using higher-order statistics
- Delay differential analysis of time series
- Cylindrical multidimensional surfaces in Lobachevsky space
- On surfaces whose Grassmann image has curvature of at least one
- The isometric immersion of strongly parabolic metrics in the class of strongly parabolic surfaces
- On estimates of the bispectral density of certain models of random processes
- Identification of linear systems using input-output cumulants
- DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE
- Note on higher order spectra
- Identifiability in linear processes
- Towards identification of shocks in linear state-space models: application to stochastic volatility model
- Quadratic prediction of time series via auto-cumulants
- A bootstrap test for time series linearity
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