Abstract
The bispectrum, or third order spectrum, of a stationary process has been around at least since the early 50s, for example it appeared in the paper Tukey (1953). It was studied in some detail in John Van Ness’s thesis, “Estimates of the Bispectrum of Stationary Random Processes”, supervised by Murray Rosenblatt. A 1965 Annals of Mathematical Statistics naner. “Estimation of the bispectra”, Rosenblatt and Van Ness (1965) followed.
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References
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Davis, R.A., Lii, KS., Politis, D.N. (2011). Murray Rosenblatt and cumulant/higher-order/poly spectra. In: Davis, R., Lii, KS., Politis, D. (eds) Selected Works of Murray Rosenblatt. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-8339-8_3
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DOI: https://doi.org/10.1007/978-1-4419-8339-8_3
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