Abstract
This paper is concerned with the nonparametric estimation of the higher order cumulant spectra of vector-valued stationary random fields onZ d by smoothing the periodograms, whereZ is the space of integers and the dimensiond≥1. 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.
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