Normalizing bispectra

DOI10.1016/j.jspi.2003.12.022zbMath1158.62338OpenAlexW4241500211MaRDI QIDQ1763464

Murray Wolinsky, Melvin J. Hinich

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

SpectrumBispectrumChi-squareTrispectrum

Mathematics Subject Classification ID

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

Related Items (4)

Crossflow instability in a hypersonic boundary layer ⋮ Long-range dependence in third order and bispectrum singularity ⋮ Falsifying ARCH/GARCH Models Using Bispectral Based Tests ⋮ Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series

Cites Work

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• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• Higher order cumulants and cumulant spectra
• Statistics of bicoherence
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• HIGHER-ORDER SPECTRAL ANALYSIS TO DETECT NONLINEAR INTERACTIONS IN MEASURED TIME SERIES AND AN APPLICATION TO CHUA’S CIRCUIT
• An Introduction to Polyspectra

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