A RELATION FOR ‘LINEARITY’ OF THE BISPECTRUM
Fuminori Sakaguchi
Journal of Time Series Analysis, 1991, vol. 12, issue 3, 267-272
Abstract:
Abstract. A relation is presented which is a necessary and sufficient condition for the bispectrum to be of the linear process type.
Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:12:y:1991:i:3:p:267-272
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