Bispectral unfolding of the skewness of correlated additive and multiplicative noise processes

DOI10.1063/1.5125787zbMath1440.62340OpenAlexW3006529797WikidataQ89953185 ScholiaQ89953185MaRDI QIDQ5220497

Adam Hugh Monahan

Publication date: 26 March 2020

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.5125787

zbMATH Keywords

bispectral densitycorrelated additive and multiplicative (CAM) noise process

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to physics (62P35) Geostatistics (86A32) Ordinary differential equations and systems with randomness (34F05) Time series analysis of dynamical systems (37M10) Planetary atmospheres (85A20)

Uses Software

• sapa

Cites Work

• Unnamed Item
• An introduction to bispectral analysis and bilinear time series models
• Multitaper estimators of polyspectra
• Testing for nonlinearity in time series: the method of surrogate data
• Spectral Analysis for Physical Applications
• Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
• Understanding the distinctively skewed and heavy tailed character of atmospheric and oceanic probability distributions
• How close are time series to power tail Lévy diffusions?

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