부산대학교 도서관

A stationary real random process $x(t)$, $t\in\{0,\pm 1,\dots\}$ is considered. The estimators of its third- and fourth-order mixed cumulants are defined. The statistical properties of the estimator in case of the fourth order are studied. The expressions of the expectation, variance and, in case of different mixed cumulants, for covariance are presented. It is shown that the estimator is asymptotically unbiased and consistent in mean-square sense. The asymptotic normal distribution of the estimator is established.