Estimation of Trispectral Density of a Stationary Stochastic Process

We investigate the statistical properties of nonparametric estimates of trispectral density of a stationary stochastic process. We show that the mean square of the absolute value of the estimation error of trispectral density essentially depends on the degree of smoothness of its real and imaginary parts. A method of trispectral density estimation is suggested for the case with systematically missing observations.