Some problems of bispectral analysis of stationary stochastic processes and uniform random fields (Q1082769)
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scientific article; zbMATH DE number 3974130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some problems of bispectral analysis of stationary stochastic processes and uniform random fields |
scientific article; zbMATH DE number 3974130 |
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Some problems of bispectral analysis of stationary stochastic processes and uniform random fields (English)
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1985
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The paper is an investigation of the statistical estimates of the bispectral density of a multivariate stochastic process and a homogeneous random field. It is proved that spectograph estimates with triangular time window are asymptotically consistent. There is an investigation of the properties of symmetry of bispectral densities. Reviewer's remark: The paper does not contain any reference to the book by \textit{T. Subba Rao} and \textit{M. M. Gabr}, An introduction to bispectral analysis and bilinear time series model. (1984; Zbl 0543.62074) and to its exhaustive bibliography concerning this field of knowledge.
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periodogram
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multivariate stochastic process
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homogeneous random field
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spectograph estimates with triangular time window
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asymptotically consistent
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symmetry
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