Multi-Window Bispectrum Estimates

In many applications where the use of higher-order spectra is desirable, use of conventional methods is hampered by lack of data or, equivalently, by the evolutionary nature of the process. Here we describe a multiple-window method for computing consistent estimates of the bispectrum from a short segment of the process. In multiple-window methods the information in a narrow band is summarized by the coefficients of its expansion in Slepian sequences (discrete prolate spheroidal sequences).