When the bispectrum is real-valued

DOI10.1016/j.spl.2014.08.004zbMath1298.62159arXiv1307.4625OpenAlexW2964103837MaRDI QIDQ464455

Gyorgy H. Terdik, Endre Iglói

Publication date: 27 October 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.4625

zbMATH Keywords

nonlinearitycausalityreversibilitycumulantbispectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonlinear systems in control theory (93C10)

Cites Work

• Long-range dependence in third order and bispectrum singularity
• On the unique representation of non-Gaussian linear processes
• Gaussian and non-Gaussian linear time series and random fields
• On the Pexider difference
• Miscellanea. On time-reversibility of linear processes
• On Cauchy's Functional Equation
• On almost additive functions
• An Introduction to Polyspectra
• Unnamed Item
• Unnamed Item

This page was built for publication: When the bispectrum is real-valued