The following pages link to An Introduction to Polyspectra (Q5612945):
Displaying 50 items.
- A conversation with David R. Brillinger (Q449853) (← links)
- When the bispectrum is real-valued (Q464455) (← links)
- A general Isserlis theorem for mixed-Gaussian random variables (Q553049) (← links)
- Spectral inversion of second order Volterra models based on the blind identification of Wiener models (Q634870) (← links)
- Long-range dependence in third order and bispectrum singularity (Q653800) (← links)
- Bayesian non-parametric signal extraction for Gaussian time series (Q736535) (← links)
- An Isserlis' theorem for mixed Gaussian variables: Application to the auto-bispectral density (Q836976) (← links)
- Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
- Angular spectra for non-Gaussian isotropic fields (Q890279) (← links)
- Multivariate lag-windows and group representations (Q957327) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Identification of non-minimum phase linear stochastic systems (Q1084071) (← links)
- ARMA modeling of fourth-order cumulants and phase estimation (Q1110484) (← links)
- Estimation of spectral densities of stationary processes (Q1144885) (← links)
- Bilinear state space realization for polynomial stochastic systems (Q1178547) (← links)
- Empirical chaotic dynamics in economics (Q1195055) (← links)
- Group action on a lattice and an application to time series analysis (Q1209651) (← links)
- Testing independence of variates in an infinitely divisible random vector (Q1249912) (← links)
- A single-blind controlled competition among tests for nonlinearity and chaos (Q1265796) (← links)
- Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
- Characteristics of hand tremor time series (Q1310582) (← links)
- Feasibility study of parameter estimation of random sampling jitter using the bispectrum (Q1331052) (← links)
- Consistent identification of stochastic linear systems with noisy input- output data (Q1333438) (← links)
- On complex behavior and exchange rate dynamics (Q1433613) (← links)
- Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
- Development of filtered bispectrum for EEG signal feature extraction in automatic emotion recognition using artificial neural networks (Q1662736) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Series arc fault detection algorithm based on autoregressive bispectrum analysis (Q1736725) (← links)
- Normalizing bispectra (Q1763464) (← links)
- Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals (Q1774500) (← links)
- Bispectral-based methods for clustering time series (Q1800079) (← links)
- Initial transient detection in simulations using the second-order cumulant spectrum (Q1805490) (← links)
- Dynamical systems identification from time-series data: A Hankel matrix approach (Q1816618) (← links)
- Statistical tests of stochastic process models used in the financial theory of insurance companies (Q1921987) (← links)
- Improved bispectrum based tests for Gaussianity and linearity (Q1957693) (← links)
- Martingales, nonlinearity, and chaos (Q1978586) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- A comprehensive study of the bias and variance of frequency-response-function measurements: optimal window selection and overlapping strategies (Q2456512) (← links)
- Note on higher order spectra (Q2521745) (← links)
- Linear modeling of multidimensional non-Gaussian processes using cumulants (Q2640542) (← links)
- Consistent order selection for noncausal autoregressive models via higher-order statistics (Q2640547) (← links)
- Consistent parameter estimation for non-causal autoregressive models via higher-order statistics (Q2641272) (← links)
- CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY (Q3197169) (← links)
- A New Bispectral Test for NonLinear Serial Dependence (Q3615089) (← links)
- Falsifying ARCH/GARCH Models Using Bispectral Based Tests (Q3622068) (← links)
- A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS (Q3946960) (← links)
- A TEST FOR LINEARITY OF STATIONARY TIME SERIES (Q3965453) (← links)
- DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE (Q4021565) (← links)
- Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities (Q4203668) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)