Spectral and bispectral densities of squared stationary Gaussian processes

DOI10.1090/CONM/806/16152MaRDI QIDQ6629998zbMATH OpenFDO

Authors Adam Hugh Monahan

Publication date 30 October 2024

Full work available at URL https://doi.org/10.1090/CONM/806/16152

zbMATH Keywords

bispectral densitiesCAM noiseskewnessspectral densitiesstationary Gaussian processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15)

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Cites work

• An introduction to bispectral analysis and bilinear time series models
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• Handbook of stochastic methods for physics, chemistry and the natural sciences.
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• Mathematical Analysis of Random Noise
• Multitaper estimators of polyspectra
• Spectral Analysis for Physical Applications

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