Paparoditis, EfstathiosPreuß, Philip2013-12-102013-12-102013-12-10http://hdl.handle.net/2003/3129110.17877/DE290R-13106We 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.enDiscussion Paper / SFB 823;46/2013bispectrumlinearity testlocally stationary processnon stationary processes310330620working paper