AR‐modelling bispectrum estimation – A comparison of existing methods and new contributions (Q4762942)

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scientific article; zbMATH DE number 1569478
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AR‐modelling bispectrum estimation – A comparison of existing methods and new contributions
scientific article; zbMATH DE number 1569478

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    AR‐modelling bispectrum estimation – A comparison of existing methods and new contributions (English)
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    29 November 2001
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    autoregressive modelling
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    AR\((p)\)
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    bispectrum
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    linear processes
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    linear prediction
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    white and coloured Gaussian noise
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    comparison of methods
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    third order recursion
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    constrained third order mean methods
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