Harvill, Jane L.; Ravishanker, Nalini; Ray, Bonnie K. - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 113-131
Distinguishing among linear and nonlinear time series or between nonlinear time series generated by different underlying processes is challenging, as second-order properties are generally insufficient for the task. Different nonlinear processes have different nonconstant bispectral signatures,...