An Introduction to Polyspectra
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Publication:5612945
Cited in
(58)- An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
- Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D
- scientific article; zbMATH DE number 7274963 (Why is no real title available?)
- Quadratic prediction of time series via auto-cumulants
- When the bispectrum is real-valued
- Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes
- A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- Martingales, nonlinearity, and chaos
- Group action on a lattice and an application to time series analysis
- Normalizing bispectra
- Development of filtered bispectrum for EEG signal feature extraction in automatic emotion recognition using artificial neural networks
- Angular spectra for non-Gaussian isotropic fields
- Consistent identification of stochastic linear systems with noisy input- output data
- A general Isserlis theorem for mixed-Gaussian random variables
- A New Bispectral Test for NonLinear Serial Dependence
- Multivariate lag-windows and group representations
- Empirical chaotic dynamics in economics
- Note on higher order spectra
- A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES
- Initial transient detection in simulations using the second-order cumulant spectrum
- Consistent parameter estimation for non-causal autoregressive models via higher-order statistics
- Minimum contrast estimation of random processes based on information of second and third orders
- Long-range dependence in third order and bispectrum singularity
- CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY
- Statistical tests of stochastic process models used in the financial theory of insurance companies
- Bispectral-based methods for clustering time series
- Improved bispectrum based tests for Gaussianity and linearity
- Linear modeling of multidimensional non-Gaussian processes using cumulants
- Bayesian non-parametric signal extraction for Gaussian time series
- Falsifying ARCH/GARCH Models Using Bispectral Based Tests
- An Isserlis' theorem for mixed Gaussian variables: Application to the auto-bispectral density
- Characteristics of hand tremor time series
- Dynamical decoupling sequences for multi-qubit dephasing suppression and long-time quantum memory
- Testing independence of variates in an infinitely divisible random vector
- Statistical inference using higher-order information
- Identification of non-minimum phase linear stochastic systems
- Bilinear state space realization for polynomial stochastic systems
- Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities
- Testing time series linearity via goodness-of-fit methods
- Consistent order selection for noncausal autoregressive models via higher-order statistics
- Clustering nonlinear, nonstationary time series using BSLEX
- Dynamical systems identification from time-series data: A Hankel matrix approach
- DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE
- A TEST FOR LINEARITY OF STATIONARY TIME SERIES
- Estimation of spectral densities of stationary processes
- ARMA modeling of fourth-order cumulants and phase estimation
- Series arc fault detection algorithm based on autoregressive bispectrum analysis
- A conversation with David R. Brillinger
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
- A single-blind controlled competition among tests for nonlinearity and chaos
- On complex behavior and exchange rate dynamics
- A comprehensive study of the bias and variance of frequency-response-function measurements: optimal window selection and overlapping strategies
- Spectral inversion of second order Volterra models based on the blind identification of Wiener models
- A bootstrap test for time series linearity
- Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
- Feasibility study of parameter estimation of random sampling jitter using the bispectrum
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