Statistical Estimation of Higher-Order Spectra
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1130007
Reference12 articles.
1. Estimation of the Bispectrum
2. The identification of polynomial systems by means of higher order spectra
3. ASYMPTOTIC THEORY OF ESTIMATES OF kTH-ORDER SPECTRA
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1. Construction of high-resolution wavelets;Signal Processing;1998-03
2. Asymptotic Properties of Higher-Order Periodograms;Theory of Probability & Its Applications;1996-01
3. On Certain Properties of Statistical Estimates of Higher-Order Spectral Densities;Theory of Probability & Its Applications;1991-01
4. Time Series Research in the Department of Probability Theory and Mathematical Statistics at Moscow University;Theory of Probability & Its Applications;1990-01
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