Limiting behavior of functionals of higher-order sample cumulant spectra (Q5916454)
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scientific article; zbMATH DE number 4117708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting behavior of functionals of higher-order sample cumulant spectra |
scientific article; zbMATH DE number 4117708 |
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Limiting behavior of functionals of higher-order sample cumulant spectra (English)
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1987
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higher order parametrizations
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time series
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cumulant spectra
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functionals
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limiting behavior
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nonlinearity
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non-Gaussianity
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time irreversibility
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almost-sure convergence
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probability-one bounds
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