(1) Department of Mathematics, University of Manchester Institute of Science and Technology, M60 1QD Manchester, United Kingdom
Abstract:
This paper is concerned with the nonparametric estimation of the higher order cumulant spectra of vector-valued stationary random fields onZd by smoothing the periodograms, whereZ is the space of integers and the dimensiond1. We derive the asymptotic cumulant properties of the spectral estimates, and consider an application to multidimensional nonlinear systems identification. Numerical examples with simulated data are provided.