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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 3, Pages 481–494 (Mi tvp3444)  
This article is cited in 6 scientific papers (total in 6 papers)

Asymptotic properties of higher-order periodograms

V. G. Alekseev

A. M. Obukhov Institute of Atmospheric Physics, Russian Academy of Sciences
Full-text PDF (697 kB) Citations (6)
Abstract: Correlation properties of periodograms of third order and of the cumulant periodogram of fourth order are studied. The periodograms are used by the author to construct nonparametric estimators of the bispectral and trispectral density, respectively, of a strictly stationary stochastic process with discrete time. We also indicate conditions under which each of the above-mentioned periodograms is an asymptotically unbiased estimator of the corresponding spectral density.
Keywords: stationary stochastic process, bispectral density, periodogram of third order, trispectral density, cumulant periodogram of fourth order, data window, symmetry properties of spectral densities.
Received: 17.06.1993
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 3, Pages 409–419
DOI: https://doi.org/10.1137/1140046
Bibliographic databases:
Language: Russian
Citation: V. G. Alekseev, “Asymptotic properties of higher-order periodograms”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 481–494; Theory Probab. Appl., 40:3 (1995), 409–419
Citation in format AMSBIB
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\by V.~G.~Alekseev
\paper Asymptotic properties of higher-order periodograms
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 3
\pages 481--494
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\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 3
\pages 409--419
\crossref{https://doi.org/10.1137/1140046}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VN31700001}
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    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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