Let {X(t),t∈Z} be a stationary time series with a.e. positive spectrum. Two consequences of that the bispectrum of {X … reversibility implies reversibility. In this paper the notion of bispectrum is of a broader scope since we do not assume the …

The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in … stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the … bispectrum is that its estimator comprises terms that are asymptotically independent at distinct bifrequencies under the null …

Douglas M. Patterson*** Abstract. Nonconstancy of the bispectrum of a time series has been taken as a measure of non …. Bispectrum, smoothing parameter, maximization technique, nonlin- earity, linear pre ltering procedure. * Department of Statistics … process from linearity and Gaussianity by estimation of the bispectrum of observed data. These authors however did not …

The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in … stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the … bispectrum is that its estimator comprises terms that are asymptotically independent at distinct bifrequencies under the null …

The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in … stationary time series. This is because the bispectrum is the Fourier transform of the third order moment. An advantage of the … bispectrum is that its estimator comprises terms which are asymptotically independent at distinct bifrequencies under the null …

The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of non …-linearity in stationary time series. This is because the bispectrum is the Fourier transform of the third order moment. An … advantage of the bispectrum is that its estimator comprises terms which are asymptotically independent at distinct bifrequencies …