Moments and polyspectra of the discrete-time random telegraph signal

DOI10.1109/18.887890zbMath1004.94516OpenAlexW1970520749MaRDI QIDQ2706014

Bernard Picinbono

Publication date: 19 March 2001

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.887890

zbMATH Keywords

random telegraph signaltrispectrumhigher-order polyspectra

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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