Higher Order Cumulants
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Higher order cumulants and cumulant spectra
An exposition of joint cumulants and cumulant spectra is presented. A distinction is emphasized in this paper between the cumulant spectrum of a time series and its stationary version, here called apolyspectrum. The variance and covariance of the sample ...
Moments and Cumulants of a Mixture
AbstractFor the first time, general formulas for moments and cumulants are derived for mixtures of two or more distributions. The formulas involve the Bell polynomials. Computational efficiency of the formulas is illustrated by applications for two-...
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Association for Computing Machinery
New York, NY, United States
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- This work was partially supported by national funds of the FCT-Foudation for Science and Technology under UIB/00212/2020
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