...Antolino Gallego; Diego P. Ruiz This paper deals with bispectrum estimation via autoregressive (AR) modelling of a process contaminated by additive Gaussian noise (white and coloured). Two main contributions are provided in this work. First, a comparison between the existing third order recursion...

...Diego P. Ruiz; Antolino Gallego In this paper we present a new autoregressive (AR) method for bispectrum estimation defined in terms of its third‐moment sequence. The method is based on the segmentation of data into coupled records, and can be considered to be a modification of the “third order...