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dc.contributor.authorPaparoditis, Efstathios-
dc.contributor.authorPreuß, Philip-
dc.date.accessioned2013-12-10T14:18:20Z-
dc.date.available2013-12-10T14:18:20Z-
dc.date.issued2013-12-10-
dc.identifier.urihttp://hdl.handle.net/2003/31291-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-13106-
dc.description.abstractWe 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.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;46/2013-
dc.subjectbispectrumen
dc.subjectlinearity testen
dc.subjectlocally stationary processen
dc.subjectnon stationary processesen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleEstimation of the bispectrum for locally stationary processesen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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