Authors: | Paparoditis, Efstathios Preuß, Philip |
Title: | Estimation of the bispectrum for locally stationary processes |
Language (ISO): | en |
Abstract: | We consider the problem of estimating the bispectrum of a locally stationary process. A non- parametric, lag-window type estimator is considered and its asymptotic properties are investigated. As a possible application, a test for linearity in the framework of locally stationary processes is discussed. |
Subject Headings: | bispectrum linearity test locally stationary process non stationary processes |
URI: | http://hdl.handle.net/2003/31291 http://dx.doi.org/10.17877/DE290R-13106 |
Issue Date: | 2013-12-10 |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_4613_Paparoditis_Preuß.pdf | DNB | 294.99 kB | Adobe PDF | View/Open |
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