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
Issue Date: 2013-12-10
Appears in Collections:Sonderforschungsbereich (SFB) 823

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