Abstract:
The author offers generalizations along two lines (namely to the case of a multi-variate stationary stochastic process $\xi(t)=\{\xi_j(t), j=1, m, t\in\mathbf Z\}$ and to the case of uniform random field $\mathbf{k}\in\mathbf{Z}^2$ or $\mathbf{Z}^3\}$ of some results of [V. G. Alekseev, Probl. Peredachi Inf., 1983, vol. 19, no. 3, pp. 38–51] concerning nonparametric estimation of the bispectral density of a stationary stochastic process $\{\xi(t), t\in\mathbf{Z}\}$.