Long-range dependence in third order and bispectrum singularity
From MaRDI portal
Publication:653800
DOI10.1007/s10998-011-5103-2zbMath1236.62115OpenAlexW2045644951MaRDI QIDQ653800
Publication date: 19 December 2011
Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10998-011-5103-2
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An investigation of the second- and higher-order spectra of music
- An introduction to bispectral analysis and bilinear time series models
- Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
- Central limit theorems for non-linear functionals of Gaussian fields
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
- Normalizing bispectra
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
- Falsifying ARCH/GARCH Models Using Bispectral Based Tests
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- A New Test of Linearity of Time Series Based on the Bispectrum
- Multivariate self-similar processes: second-order theory
- Analysis of the correlation structure of square time series
- An Introduction to Polyspectra
- Probabilistic Applications of Tauberian Theorems
This page was built for publication: Long-range dependence in third order and bispectrum singularity
