On Walsh-Fourier Bispectral Analysis

Publication Date


Document Type

Conference Proceeding


In this paper we define the Walsh-Fourier bispectral density and establish a statistical methodology for bispectral analysis of integer valued time series. The theoretical properties and results pertaining to the definition and estimation of the Walsh-Fourier bispectral density are obtained. Many of the results we obtain have their analogues in the conventional Fourier frequency domain. We present simulation results of Walsh Fourier bispectral density for linear and bilinear integer valued time series models.

Original Citation

Gabr, M.M., El-Hashash, M., & Sabbah, G.S. (2014, July). On Walsh-Fourier Bispectral Analysis. In H.R. Arabnia & Q-N. Tran (Eds.), Proceedings of the 2014 International Conference on Advances in Big Data Analytics. Paper presented at International Conference on Advances in Big Data Analytics, Las Vegas, Nevada (pp. 81-87). USA: CSREA Press. http://www.worldcomp-proceedings.com/proc/proc2014/abda.html.