Accession Number:
AD0601657
Title:
ESTIMATION OF THE BISPECTRUM.
Descriptive Note:
Technical rept. no. 13,
Corporate Author:
BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS
Personal Author(s):
Report Date:
1964-06-01
Pagination or Media Count:
49.0
Abstract:
It is the purpose of the paper to discuss estimating the weighted and unweighted bispectral density given a set of observations of a random process. The relevant properties consistency and asymptotic distribution of the estimates are derived for certain general classes of processes. Author