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The exact bispectra for bilinear realizable processes with hermite degree 2

Published online by Cambridge University Press:  01 July 2016

György Terdik and
Laurie Meaux
György Terdik*
Affiliation:
University of Arkansas
Laurie Meaux*
Affiliation:
University of Arkansas
*
∗Present address: Institutum Mathematicum Universitatis Debreceniensis, H-4010 Debrecen Pf. 12, Hungary.
∗∗Postal address: Department of Mathematical Sciences, University of Arkansas, SE 301, Fayetteville, AR 72701, USA.
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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.

Keywords

BILINEAR MODELBISPECTRUMFREQUENCY DOMAIN ANALYSISWIENER-ITô SPECTRAL REPRESENTATIONHERMITE DEGREE 2

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 23 , Issue 4 , December 1991, pp. 798 - 808
Copyright
Copyright © Applied Probability Trust 1991 

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