Cross-bispectrum computation and variance estimation

A method for the estimation of cross-bispectra of discrete real time series is developed. The asymptotic variance properties of the bispectrum are reviewed, and a method for the direct estimation of bispectral variance is given. The symmetry properties are described which minimize the computations n...

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Bibliographische Detailangaben

Hauptverfasser:	Lii, K. S., Helland, K. N.
Format:	Report
Sprache:	eng
Schlagworte:	Statistics And Probability
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