Conditions for third-order stationarity and ergodicity of a harmonic random process
Harish Parthasarathy, S. Prasad, Shiv Dutt Joshi · IEEE Transactions on Signal Processing · 1994
The finite data estimates of the complex third-order moments of a signal consisting of random harmonics are analysed. Conditions for the third-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. A special case relevant to quadratic phase coupling is considered, and these results are stated for this case. The variance is shown to comprise an ergodic and a nonergodic part.>