ON THE ESTIMATION OF BISPECTRAL DENSITY-FUNCTION IN THE CASE OF RANDOMLY MISSING OBSERVATIONS

Authors
GABR MM RAO TS
Citation
Mm. Gabr et Ts. Rao, ON THE ESTIMATION OF BISPECTRAL DENSITY-FUNCTION IN THE CASE OF RANDOMLY MISSING OBSERVATIONS, IEEE transactions on signal processing, 42(1), 1994, pp. 211-216
Citations number
19
Categorie Soggetti
Acoustics
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
42
Issue
1
Year of publication
1994
Pages
211 - 216
Database
ISI
SICI code
1053-587X(1994)42:1<211:OTEOBD>2.0.ZU;2-Q
Abstract
The estimation of the bispectral density function of a stationary stoc hastic process R hen some observations are missing according to a poin t binomial distribution is considered in the paper. The existence of t he bispectrum, and its estimation are considered. The methods are illu strated with simulated examples.