An Introduction to Polyspectra

• 1 October 1965
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 36  (5) , 1351-1374
• https://doi.org/10.1214/aoms/1177699896

Abstract

Keywords

• TIME SERIES
• SECOND ORDER
• HIGHER ORDER
• FOURIER TRANSFORM
• FIRST ORDER
• POWER SPECTRUM
• SPECTRUM
• CUMULANT