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On the use of the bispectrum to detect and model non-linearity

Published online by Cambridge University Press:  17 April 2009

Adrian Gerard Barnett
Adrian Gerard Barnett
Affiliation:
Department of Mathematics, The University of Queensland, Queensland 4072, Australia
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Abstract

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Type
Abstracts of Australasian PhD Theses
Information
Bulletin of the Australian Mathematical Society , Volume 67 , Issue 3 , June 2003 , pp. 527 - 528
Copyright
Copyright © Australian Mathematical Society 2003

References

[1]Barnett, A.G. and Wolff, R.C., ‘A bootstrap test to detect non-linearity in time series based on the bispectrum’, (submitted), J. Time Ser. Anal.Google Scholar
[2]Barnett, A.G. and Wolff, R.C., ‘A time-domain test for non-linearity’, (submitted), IEEE Trans. Signal Process.Google Scholar
[3]Barnett, A.G. and Wolff, R.C., ‘On the estimation of common non-linearity among repeated time series’,in Proceedings of the 11th IEEE Signal Processing Workshop on Statistical Signal Processing (IEEE,Singapore,2001), pp. 437–439.Google Scholar