Abstract:
An exposition of higher order cumulants is given using the case of M=6. The basic relationship between the cumulant spectrum of a stationary time series and its polyspect...Show MoreMetadata
Abstract:
An exposition of higher order cumulants is given using the case of M=6. The basic relationship between the cumulant spectrum of a stationary time series and its polyspectrum is presented. Then the variance and covariance of the sample bispectrum is derived using a relationship between cumulant spectra of the finite Fourier transform for M=2 and 4, and the bispectrum and trispectrum of the time series.<>
Published in: Fifth ASSP Workshop on Spectrum Estimation and Modeling
Date of Conference: 10-12 October 1990
Date Added to IEEE Xplore: 06 August 2002
