Abstract
The subject of this paper is the higher-order spectra or polyspectra of multivariate stationary time series. The intent is to derive (i) certain mathematical properties of polyspectra, (ii) estimates of polyspectra based on an observed stretch of time series, (iii) certain statistical properties of the proposed estimates and (iv) several applications of the results obtained.
Received 13 July 1964; revised 2 April 1965.
This research was commenced when the author had a joint appointment at the Bell Telephone Laboratories and Princeton University, At Princeton the research received the support of National Science Foundation Grant NSF-GS30 and Army Research Office Contract DA 36-034-0RD-2297.
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Brillinger, D.R. (2012). An Introduction to Polyspectra. In: Guttorp, P., Brillinger, D. (eds) Selected Works of David Brillinger. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-1344-8_10
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