Symmetry properties of higher spectral densities and nonparametric estimates of them

DOI10.1007/BF01261268zbMath0793.62018OpenAlexW2034817197MaRDI QIDQ1325495

V. G. Alekseev

Publication date: 29 June 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01261268

zbMATH Keywords

asymptotic propertiessymmetry propertieseighth order stationaryexistence of higher spectral densitiesmean square error of estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• An introduction to bispectral analysis and bilinear time series models
• Some aspects of estimation of the bispectral density of a stationary stochastic process
• Asymptotic Normality of Bispectral Estimates
• Unnamed Item