Bispectrum estimation using AR‐modelling

DOI10.1108/03321649910236984zbMath0916.62061OpenAlexW2061801793MaRDI QIDQ4243376

Diego P. Ruiz, Antolino Gallego

Publication date: 4 July 1999

Published in: COMPEL - The international journal for computation and mathematics in electrical and electronic engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/03321649910236984

zbMATH Keywords

simulationsbispectrum estimationsegmentation of datathird order recursion methodthird-moment sequence

Mathematics Subject Classification ID

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

Related Items (1)

AR‐modelling bispectrum estimation – A comparison of existing methods and new contributions

Cites Work

• A block-data recursive-in-order method based on reflection coefficients for bispectrum estimation using AR-modeling
• The relationship between AR-modelling bispectral estimation and the theory of linear prediction
• Identification of nonminimum phase systems using higher order statistics

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