An Introduction to Polyspectra

Cited In (58)

Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D
An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Title not available (Why is that?)
Quadratic prediction of time series via auto-cumulants
Normalizing bispectra
Bispectral-based methods for clustering time series
Feasibility study of parameter estimation of random sampling jitter using the bispectrum
Testing independence of variates in an infinitely divisible random vector
Statistical inference using higher-order information
Identification of non-minimum phase linear stochastic systems
Consistent order selection for noncausal autoregressive models via higher-order statistics
ARMA modeling of fourth-order cumulants and phase estimation
Series arc fault detection algorithm based on autoregressive bispectrum analysis
Linear modeling of multidimensional non-Gaussian processes using cumulants
A general Isserlis theorem for mixed-Gaussian random variables
Minimum contrast estimation of random processes based on information of second and third orders
A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES
Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals
Initial transient detection in simulations using the second-order cumulant spectrum
Testing time series linearity via goodness-of-fit methods
A conversation with David R. Brillinger
A single-blind controlled competition among tests for nonlinearity and chaos
Multivariate lag-windows and group representations
Consistent parameter estimation for non-causal autoregressive models via higher-order statistics
Falsifying ARCH/GARCH Models Using Bispectral Based Tests
Bayesian non-parametric signal extraction for Gaussian time series
Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities
Estimation of spectral densities of stationary processes
Characteristics of hand tremor time series
When the bispectrum is real-valued
Angular spectra for non-Gaussian isotropic fields
Statistical tests of stochastic process models used in the financial theory of insurance companies
A TEST FOR LINEARITY OF STATIONARY TIME SERIES
On complex behavior and exchange rate dynamics
Identification of DSGE models -- the effect of higher-order approximation and pruning
Development of filtered bispectrum for EEG signal feature extraction in automatic emotion recognition using artificial neural networks
Long-range dependence in third order and bispectrum singularity
Improved bispectrum based tests for Gaussianity and linearity
Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
An Isserlis' theorem for mixed Gaussian variables: Application to the auto-bispectral density
Bilinear state space realization for polynomial stochastic systems
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
Consistent identification of stochastic linear systems with noisy input- output data
Dynamical decoupling sequences for multi-qubit dephasing suppression and long-time quantum memory
DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE
Spectral inversion of second order Volterra models based on the blind identification of Wiener models
Martingales, nonlinearity, and chaos
CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY
Note on higher order spectra
Dynamical systems identification from time-series data: A Hankel matrix approach
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes
Group action on a lattice and an application to time series analysis
A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS
Clustering nonlinear, nonstationary time series using BSLEX
A comprehensive study of the bias and variance of frequency-response-function measurements: optimal window selection and overlapping strategies
A New Bispectral Test for NonLinear Serial Dependence
Empirical chaotic dynamics in economics
A bootstrap test for time series linearity

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