Cross-Bispectrum Computation and Variance Estimation

DOI10.1145/355958.355961zbMath0463.62083OpenAlexW1965603860MaRDI QIDQ116087

K. S. Lii, K. N. Helland, K. N. Helland, Keh-Shin Lii

Publication date: September 1981

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2060/19810014261

zbMATH Keywords

time seriesvariance estimationcross-bispectrum computation

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

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