Browsing by Subject "Locally stationary process"

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    • Article  

      Estimation of the bispectrum for locally stationary processes 

      Paparoditis Efstathios, E.; Preuß, P. (2014)
      We consider the problem of estimating the bispectrum of a locally stationary process. A nonparametric, lag-window type estimator is considered and its asymptotic properties are investigated. As a possible application, a ...