Geodesic
Asymptotic properties of higher-order periodograms
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 481-494

Voir la notice de l'article provenant de la source Math-Net.Ru

Correlation properties of periodograms of third order and of the cumulant periodogram of fourth order are studied. The periodograms are used by the author to construct nonparametric estimators of the bispectral and trispectral density, respectively, of a strictly stationary stochastic process with discrete time. We also indicate conditions under which each of the above-mentioned periodograms is an asymptotically unbiased estimator of the corresponding spectral density.
Keywords: stationary stochastic process, bispectral density, periodogram of third order, trispectral density, cumulant periodogram of fourth order, data window, symmetry properties of spectral densities. 
@article{TVP_1995_40_3_a0,
     author = {V. G. Alekseev},
     title = {Asymptotic properties of higher-order periodograms},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {481--494},
     publisher = {mathdoc},
     volume = {40},
     number = {3},
     year = {1995},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a0/}
}
TY  - JOUR
AU  - V. G. Alekseev
TI  - Asymptotic properties of higher-order periodograms
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1995
SP  - 481
EP  - 494
VL  - 40
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a0/
LA  - ru
ID  - TVP_1995_40_3_a0
ER  - 
%0 Journal Article
%A V. G. Alekseev
%T Asymptotic properties of higher-order periodograms
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1995
%P 481-494
%V 40
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a0/
%G ru
%F TVP_1995_40_3_a0
V. G. Alekseev. Asymptotic properties of higher-order periodograms. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 481-494. http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a0/