ESTIMATION OF THE BISPECTRUM.

Abstract

It is the purpose of the paper to discuss estimating the weighted and unweighted bispectral density given a set of observations of a random process. The relevant properties (consistency and asymptotic distribution) of the estimates are derived for certain general classes of processes. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1964
Accession Number
AD0601657

Entities

People

  • J. W. Van Ness
  • M. Rosenblatt

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Acquisition
  • Consistency
  • Observation

Fields of Study

  • Mathematics

Readers

  • Statistical inference.