A Test for Aliasing Using Bispectral Analysis
Abstract
Aliasing is the term used for a signal confounding problem that arises when a continuous-time signal is sampled at a rate slower than twice the highest frequency component of a Fourier series representation of the signal. Aliasing can be especially serious for social science time series applications since the sampling designs used to construct most social science data bases are fixed by considerations other than the nature of the continuous-time mechanisms that generate the observed processes. Once a sampling process is used to collect data, it would be valuable to be able to test the observations for the presence of a significant amount of aliasing. We will show that the overlooked property of the principal domain of a discrete-time bandlimited stationary signal can be used to motivate an amended version of the Hinich bispectrum test for Gaussianity as a test for aliasing.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 11, 1986
- Accession Number
- ADA176139
Entities
People
- Melvin J. Hinich
- Murray A. Wolinsky
Organizations
- University of Texas at Austin