On estimates of the bispectral density of certain models of random processes

DOI10.1007/BF01104041MaRDI QIDQ756897zbMATH OpenFDO

Authors V. G. Alekseev

Publication date 1991

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

consistencyGaussian processesstationary processesestimates of bispectral densities

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 3802533 (Why is no real title available?)
• Asymptotic Normality of Bispectral Estimates
• Estimation of the Bispectrum
• Some aspects of estimation of the bispectral density of a stationary stochastic process

Cited in

(8)

• Estimation of the bispectrum for locally stationary processes
• The estimation of the bispectral density function and the detection of periodicities in a signal
• Spectral and bispectral densities of squared stationary Gaussian processes
• Consistent statistical estimate of spectral measure discrete component for a class of random processes
• scientific article; zbMATH DE number 4209421 (Why is no real title available?)
• Bispectral analysis of continuous-time processes under random sampling schemes
• Statistical Estimation of Higher-Order Spectra
• Some problems of bispectral analysis of stationary stochastic processes and uniform random fields

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