HIGHER-ORDER CUMULANTS AND CUMULANT SPECTRA

被引：33

作者：

HINICH, MJ

机构：

[1] Applied Research Laboratories, The University of Texas at Austin, Austin, 78713-8029, TX

来源：

CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 1994年 / 13卷 / 04期

关键词：

D O I：

10.1007/BF01183737

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

An exposition of joint cumulants and cumulant spectra is presented. A distinction is emphasized in this paper between the cumulant spectrum of a time series and its stationary version, here called a polyspectrum. The variance and covariance of the sample bispectrum is then derived using a relationship between cumulant spectra of the finite Fourier transform for the 2nd and 4th cumulant function, and the bispectrum and trispectrum of the time series.

引用

页码：391 / 402

页数：12

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