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January 1, 1987Journal of the Royal Statistical Society Series A (General)

An Introduction to Bispectral Analysis and Bilinear Time Series Models.

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Authors

GJG. JanacekTRT. Subba RaoMGM. M. Gabr

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Overview

The paper demonstrates bispectral analysis and bilinear time series models, highlighting their applications and estimation methods.

Key Points

  • This work aims to introduce fundamental concepts in bispectral analysis and bilinear time series models, focusing on their estimation and applications.
  • Introduced basic concepts in stationary time series and spectral densities.
  • Explored estimation techniques for spectral and bispectral density functions.
  • Examined bilinear time series models and their applications to real-time data.
  • Detailed the conditions for stationarity and invertibility in bilinear models.
  • Presented algorithms for fitting subset bilinear models to time series data.
  • Illustrated the practical applications of bispectral analysis to various data sets.

Cite This Study

Janacek et al. (1987) studied this question.

synapsesocial.com/papers/6a12ed9783732aa7db9e947fhttps://doi.org/10.2307/2981645
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