The exact bispectra for bilinear realizable processes with hermite degree 2
Published online by Cambridge University Press: 01 July 2016
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.
- Research Article
- Copyright © Applied Probability Trust 1991