Estimation of the bispectrum for locally stationary processes

dc.contributor.author	Paparoditis, Efstathios
dc.contributor.author	Preuß, Philip
dc.date.accessioned	2013-12-10T14:18:20Z
dc.date.available	2013-12-10T14:18:20Z
dc.date.issued	2013-12-10
dc.description.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.	en
dc.identifier.uri	http://hdl.handle.net/2003/31291
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-13106
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823;46/2013
dc.subject	bispectrum	en
dc.subject	linearity test	en
dc.subject	locally stationary process	en
dc.subject	non stationary processes	en
dc.subject.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Estimation of the bispectrum for locally stationary processes	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access
eldorado.dnb.deposit	true	de

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