A Test for Aliasing Using Bispectral Analysis
A Test for Aliasing Using Bispectral Analysis
复制标题
使用双谱分析进行混叠测试
DOI：
10.1080/01621459.1988.10478623
复制
发表时间：
1988
影响因子：
3.7
通讯作者：
M. Wolinsky
中科院分区：
文献类型：
--
作者：
M. Hinich;M. Wolinsky
摘要混叠是一种信号混淆问题，当连续时间信号以低于信号的傅里叶级数表示的最高频率分量的两倍的速率采样时出现。混叠对于社会科学时间序列应用来说可能特别严重，因为用于构建大多数社会科学数据库的采样设计是固定的，而不是潜在的连续时间机制的性质。在收集采样数据之后，测试观测值是否存在混叠是有价值的。它示出的采样带限平稳信号的支持集的性质，可以用来激励修改版本的Hinich双谱测试高斯（Hinich 1982）作为测试混叠。
Abstract Aliasing is a signal-confounding problem that arises when a continuous-time signal is sampled at a rate slower than twice the highest frequency component of a Fourier series representation of the signal. Aliasing can be especially serious for social-science time series applications, since the sampling designs used to construct most social-science data bases are fixed by considerations other than the nature of the underlying continuous-time mechanisms. After collecting sampled data, it is of value to test the observations for the presence of aliasing. It is shown that the nature of the support set of a sampled band-limited stationary signal can be used to motivate an amended version of the Hinich bispectrum test for Gaussianity (Hinich 1982) as a test for aliasing.