Estimation of the bispectrum for locally stationary processes
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Date
2013-12-10
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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.
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Keywords
bispectrum, linearity test, locally stationary process, non stationary processes