Group action on a lattice and an application to time series analysis

DOI10.1016/0378-3758(93)90003-OzbMath0778.05004MaRDI QIDQ1209651

Peter T. Kim, G. Robert Chapman

Publication date: 16 May 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

partitionsFourier transformcumulantssymmetric groupgroup actiontime series analysisstationary processproduct momentscumulant spectral density

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Exact enumeration problems, generating functions (05A15) Symmetric groups (20B30)

Cites Work

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• CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY
• On a Method of Calculation of Semi-Invariants
• Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
• Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities
• An Introduction to Polyspectra

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