Multitaper Estimation Of Bicoherence

Abstract

The statistical properties for bicoherence estimation are shown to be strongly connected to the properties of the power- and bispectral estimator used. Data tapering will reduce spectral leakage and frequency smoothing will reduce the variance. It is shown that correct normalization is essential to ensure unbiased results. The multitaper approach is shown to be superior to other non-parametric estimators for bicoherence estimation