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PDF-THE BISPECTRUM AND TESTS FOR NONLINEARITY The Bispectrum hereas the spectrum provides PDF document

First consider the spectral density This is the function such that ef 1 ir As long as the autocovariances xx do not go to zero too slowly we can invert this to give

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THE BISPECTRUM AND TESTS FOR NONLINEARITY The Bispectrum hereas the spectrum provides: Transcript

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