Article ID Journal Published Year Pages File Type
1151802 Statistics & Probability Letters 2014 9 Pages PDF
Abstract

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 test for linearity in the framework of locally stationary processes is discussed.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Estimation of the bispectrum for locally stationary processes
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