Bispectral Analysis of Stationary Time Series

Abstract

Several basic definitions are presented following the introductory remarks of the author. A brief survey of some results in spectral analysis is reported, aliasing is discussed, and an example of spectral analysis is given. Bispectral analysis is presented on the basis of Tukey's work. The symmetries of the bispectrum and third movement function are formalized as transformation groups. The problem of estimation is presented. Two examples for the derivation of the bispectrum are given as a Gaussian model, and the other a modified form of an example given by Tukey.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1964
Accession Number
AD0600468

Entities

People

  • Paul Shaman

Organizations

  • New York University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Distribution Functions
  • Engineering
  • Frequency
  • Gaussian Processes
  • Information Science
  • Model Basins
  • New York
  • Normal Distribution
  • Random Variables
  • Real Numbers
  • Spectra
  • Stationary Processes
  • Statistical Analysis
  • Stochastic Processes
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Image Processing and Computer Vision.
  • Regression Analysis.