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Higher-order accurate polyspectral estimation with flat-top lag-windows

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  • Arthur Berg
  • Dimitris Politis

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  • Arthur Berg & Dimitris Politis, 2009. "Higher-order accurate polyspectral estimation with flat-top lag-windows," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 477-498, June.
    • Handle: RePEc:spr:aistmt:v:61:y:2009:i:2:p:477-498
    DOI: 10.1007/s10463-007-0154-0
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    References listed on IDEAS

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    1. T. Subba Rao & M. M. Gabr, 1980. "A Test For Linearity Of Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(2), pages 145-158, March.
    2. Melvin J. Hinich, 1982. "Testing For Gaussianity And Linearity Of A Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(3), pages 169-176, May.
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    Cited by:

    1. Arthur Berg & Dimitris Politis & Kagba Suaray & Hui Zeng, 2020. "Reduced bias nonparametric lifetime density and hazard estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 704-727, September.

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