Accession Number : AD0600468
Title : BISPECTRAL ANALYSIS OF STATIONARY TIME SERIES.
Descriptive Note : Scientific paper no. 18
Corporate Author : STATISTICAL LAB NEW YORK UNIV N Y
Personal Author(s) : Shaman,Paul
Report Date : JAN 1964
Pagination or Media Count : 63
Abstract : Several basic definitions are presented following the introductory remarks of the author. A brief survey of some results in spectral analysis is reported, aliasing is discussed, and an example of spectral analysis is given. Bispectral analysis is presented on the basis of Tukey's work. The symmetries of the bispectrum and third movement function are formalized as transformation groups. The problem of estimation is presented. Two examples for the derivation of the bispectrum are given as a Gaussian model, and the other a modified form of an example given by Tukey.
Descriptors : (*SERIES(MATHEMATICS), STATISTICAL ANALYSIS), (*STATISTICAL ANALYSIS, THEOREMS), STATISTICAL FUNCTIONS, STATISTICAL DISTRIBUTIONS, INTEGRAL TRANSFORMS, ANALYSIS OF VARIANCE, PROBABILITY, STOCHASTIC PROCESSES, MATHEMATICAL MODELS
Distribution Statement : APPROVED FOR PUBLIC RELEASE