Novel approach for time-varying bispectral analysis of non-stationary EEG signals.

novel parametric method, based on the non-Gaussian AR model, is proposed for the partition of on-stationary EEG data into a finite set of third-order stationary segments. With the assumption of piecewise third-order stationarity of the signal, a series of parametric bispectral estimations of the non-stationary EEG data can be performed so as to describe the time-varying non-Gaussian nonlinear characteristics of the observed EEG signals. A practical method based on the fitness of third-order statistics of the signal by using the non-Gaussian AR model, together with an algorithm with CMI is presented.