Polyspectral Mean Estimation of General Nonlinear Processes
一般非线性过程的多谱均值估计
Higher-order spectra (or polyspectra), defined as the Fourier Transform of a stationary process' autocumulants, are useful in the analysis of nonlinear and non Gaussian processes. Polyspectral means are weighted averages over Fourier frequencies of the polyspectra, and estimators can be constructed from analogous weighted averages of the higher-order periodogram (a statistic computed from the data sample's discrete Fourier Transform). We derive the asymptotic distribution of…