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Bispectrum


In mathematics, in the area of statistical analysis, the bispectrum is a statistic used to search for nonlinear interactions.

The Fourier transform of the second-order cumulant, i.e., the function, is the traditional power spectrum.

The Fourier transform of C3(t1t2) (third-order cumulant-generating function) is called the bispectrum or bispectral density.

Applying the convolution theorem allows fast calculation of the bispectrum :, where denotes the Fourier transform of the signal, and its conjugate.


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