Testing nonstationary time series for Gaussianity and linearity using the evolutionary bispectrum: an application to internet traffic data

DOI10.1016/J.SIGPRO.2007.12.011MaRDI QIDQ971399zbMATHOpenAlexFDO

Authors Eleni P. Tsolaki

Publication date 19 May 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL http://eprints.maths.manchester.ac.uk/192/1/psrr07-2005.pdf

zbMATH Keywords

linearitynonstationary time seriesGaussianityevolutionary bispectrum

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

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Cited in

(1)

• Higher-order spectrum in understanding nonlinearity in EEG rhythms

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