Abstract
Consistency and asymptotic normality of kth-order sample moments and cumulants of stationary processes is established. Further, asymptotic covariance expressions along with their computable forms are derived and special cases for k = 2, 3 and 4 are explicitly discussed. This analysis generalizes the results of Bartlett and provides tools for performance evaluation and comparison of algorithms based on sample moments and cumulants. Simulations verify the given covariance expressions.
Original language | English (US) |
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Title of host publication | Conference Record of the Asilomar Conference of Signals, Systems & Computers |
Publisher | Publ by IEEE |
Pages | 1186-1190 |
Number of pages | 5 |
Volume | 2 |
ISBN (Print) | 0818641207 |
State | Published - Dec 1 1993 |
Event | Proceedings of the 27th Asilomar Conference on Signals, Systems & Computers - Pacific Grove, CA, USA Duration: Nov 1 1993 → Nov 3 1993 |
Other
Other | Proceedings of the 27th Asilomar Conference on Signals, Systems & Computers |
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City | Pacific Grove, CA, USA |
Period | 11/1/93 → 11/3/93 |