Cumulants and cumulant spectra

作者: M. Rosenblatt

DOI: 10.1016/S0169-7161(83)03019-9

关键词: Series (mathematics)CumulantContext (language use)Statistical physicsNonlinear systemMathematicsDiscrete time and continuous timePhase (waves)CalculusSpectral lineMixing (mathematics)

摘要: Publisher Summary Spectra and cumulant spectra for stationary processes are discussed in the chapter. The relations between continuous discrete time parameter described chapter some detail. A class of estimates is introduced asymptotic properties these use resolving structure non-Gaussian linear schemes corresponding phase information mixing condition context higher order multivariate spectral estimates. can be thought as a form independence process. series papers consider bispectral methods analysis turbulence nonlinear transfer energy.

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