Asymptotic Normality of Bispectral Estimates
From MaRDI portal
Publication:5528269
DOI10.1214/aoms/1177699269zbMath0149.14703OpenAlexW2027037044WikidataQ96041092 ScholiaQ96041092MaRDI QIDQ5528269
Publication date: 1966
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699269
Related Items
A TEST FOR LINEARITY OF STATIONARY TIME SERIES, Limitations on the use of discrete linear models of continuous random processes, Feasibility study of parameter estimation of random sampling jitter using the bispectrum, TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES, Symmetry properties of higher spectral densities of stationary random processes, Clustering nonlinear, nonstationary time series using BSLEX, Improved bispectrum based tests for Gaussianity and linearity, Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals, A bootstrap test for time series linearity, Bispectral-based methods for clustering time series, Asymptotic normality of cumulant spectral estimates, Dynamical systems identification from time-series data: A Hankel matrix approach, On estimates of the bispectral density of certain models of random processes, Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series, Testing time series linearity via goodness-of-fit methods, Cylindrical multidimensional surfaces in Lobachevsky space, The isometric immersion of strongly parabolic metrics in the class of strongly parabolic surfaces, On surfaces whose Grassmann image has curvature of at least one, Symmetry properties of higher spectral densities and nonparametric estimates of them
