The estimation of the bispectral density function and the detection of periodicities in a signal

DOI10.1016/0047-259X(88)90142-XzbMath0684.62069MaRDI QIDQ1825573

T. Subba Rao, M. M. Gabr

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

non-Gaussian time seriespresence of noisebispectral density functiondetection of periodicitiesearth's magnetic reversals

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

DETECTING SINUSOIDS IN NON-GAUSSIAN NOISE ⋮ THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES ⋮ Testing for a jump in the periodogram

Cites Work

• An introduction to bispectral analysis and bilinear time series models
• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES
• A parameter estimation approach to estimation of frequencies of sinusoids
• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The estimation of the bispectral density function and the detection of periodicities in a signal