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Practical Bispectral Analysis

  • T. Subba Rao
  • M. M. Gabr
Part of the Lecture Notes in Statistics book series (LNS, volume 24)

Abstract

In the previous chapter, we considered the estimation of the bispectral density function of a stationary time series, and we obtained an optimum two-dimensional “weight function” which leads to an estimate with minimum mean square error. In this chapter, the practical aspects of computation of the bispectral density function from a sample is considered. For illustration purposes, we have simulated time series from a bilinear model and considered the estimation of the spectral density function and the bispectral density function of these series. A comparison with the theoretical (parametric) spectral density and the bispectral density is then made.

Keywords

Sunspot Number Spectral Density Function Optimum Window Bispectral Analysis Limit Cycle Behaviour 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1984

Authors and Affiliations

  • T. Subba Rao
    • 1
  • M. M. Gabr
    • 2
  1. 1.Department of MathematicsUniversity of ManchesterManchesterEngland
  2. 2.Department of MathematicsUniversity of AlexandriaAlexandriaEgypt

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