Normalizing bispectra

DOI10.1016/J.JSPI.2003.12.022MaRDI QIDQ1763464zbMATH OpenOpenAlexFDO

Authors Melvin J. Hinich, Murray Wolinsky

Publication date 22 February 2005

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

Full work available at URL https://doi.org/10.1016/j.jspi.2003.12.022

zbMATH Keywords

BispectrumSpectrumChi-squareTrispectrum

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3963031 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3253530 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• An Introduction to Polyspectra
• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• HIGHER-ORDER SPECTRAL ANALYSIS TO DETECT NONLINEAR INTERACTIONS IN MEASURED TIME SERIES AND AN APPLICATION TO CHUA’S CIRCUIT
• Higher order cumulants and cumulant spectra
• Statistics of bicoherence
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES

Cited in

(5)

• Bispectral-based goodness-of-fit tests of Gaussianity and linearity of stationary time series
• Crossflow instability in a hypersonic boundary layer
• Falsifying ARCH/GARCH Models Using Bispectral Based Tests
• Long-range dependence in third order and bispectrum singularity
• Defining the wavelet bispectrum

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