Trispectral analysis of stationary stochastic processes: Large-sample case
From MaRDI portal
Recommendations
- Estimation of trispectral density of a stationary stochastic process
- New modification of a fourth-order cumulant periodogram
- Empirical spectral and bispectral analyses of periodically nonstationary stochastic processes
- Asymptotic properties of spectrum estimate of stationary Gaussian processes
- Publication:4888997
Cited in
(3)
This page was built for publication: Trispectral analysis of stationary stochastic processes: Large-sample case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1177489)