Parametric estimates of higher-order spectra of non-Gaussian statistically related processes
DOI:
https://doi.org/10.3103/S073527270511004XAbstract
The eigenfunctions and eigenvectors of the operators of autoregression and of sliding mean are defined in the time and frequency representation. Transformation of higher-order spectra of the non-Gaussian white noise by systems, described by linear prediction models, is analyzed. Expressions are derived for parametric estimation of higher-order spectra of non-Gaussian processes.References
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