A Three Dimensional Window Function for the Consistent Estimation of the Trispectrum
نویسنده
چکیده
Window functions are used in the estimation of power spectra, [1] and bispectra [2] in order to ensure the consistency of the periodogram and the Fourier type bispectrum estimation methods. In this paper, a three dimensional optimum bias lag window function is introduced in the estimation of the fourth order cumulant spectrum, also called trispectrum, which is estimated from the three dimesional Fourier transform of the fourth order cumulants. The bias of the window function is also developed in the paper.
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