Higher order cumulants and cumulant spectra
Melvin J. Hinich · 1990
An exposition of higher order cumulants is given using the case of M=6. The basic relationship between the cumulant spectrum of a stationary time series and its polyspectrum is presented. Then the variance and covariance of the sample bispectrum is derived using a relationship between cumulant spectra of the finite Fourier transform for M=2 and 4, and the bispectrum and trispectrum of the time series.>