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

DOI10.1108/03321640010302799zbMath0974.65012OpenAlexW1988192799MaRDI QIDQ4762942

Antolino Gallego, Diego P. Ruiz

Publication date: 29 November 2001

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/10.1108/03321640010302799

zbMATH Keywords

comparison of methodslinear processeslinear predictionbispectrumautoregressive modellingAR\((p)\)constrained third order mean methodsthird order recursionwhite and coloured Gaussian noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Bibliography on higher-order statistics.
• The relationship between AR-modelling bispectral estimation and the theory of linear prediction
• Bispectrum estimation using AR‐modelling
• The Solution of a Toeplitz Set of Linear Equations

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