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The exact bispectra for bilinear realizable processes with hermite degree 2
Published online by Cambridge University Press: 01 July 2016
Abstract
This paper deals with the stationary bilinear model with Hermite degree 2 in discrete time which is built up by the first- and second-order Hermite polynomial of a Gaussian white noise process. The exact spectrum and bispectrum is constructed in terms of the transfer functions of the model.
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- Copyright © Applied Probability Trust 1991
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