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Statistica Sinica 1(1991), 465-476


SOME HISTORY OF THE STUDY OF HIGHER-ORDER

MOMENTS AND SPECTRA


David R. Brillinger


University of California, Berkeley


Abstract: Some of the history of the development of higher-moments and spectra for random processes, particularly time series and point processes, is presented for the years preceding 1980. Time-side and frequency-side ideas are contrasted. Some uses of the concepts and associated techniques are mentioned. So too are some of the computational procedures that have been empolyed.



Key words and phrases: Bispectrum, cumulant, cumulant spectrum, higher-order spectrum, history, product-moment, point process, polyspectrum, product density, random process, system, time series.



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