Spectral and bispectral densities of squared stationary Gaussian processes

DOI10.1090/conm/806/16152MaRDI QIDQ6629998

Adam Hugh Monahan

Publication date: 30 October 2024

zbMATH Keywords

skewnessstationary Gaussian processesspectral densitiesbispectral densitiesCAM noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• An introduction to bispectral analysis and bilinear time series models
• Multitaper estimators of polyspectra
• Spectral Analysis for Physical Applications
• Bispectral unfolding of the skewness of correlated additive and multiplicative noise processes
• Mathematical Analysis of Random Noise
• Handbook of stochastic methods for physics, chemistry and the natural sciences.

This page was built for publication: Spectral and bispectral densities of squared stationary Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6629998)