GROUP DELAY AND THE TIME-LAG RELATIONSHIP BETWEEN STOCHASTIC PROCESSES

DOI10.1111/J.1467-9892.1980.TB00305.XMaRDI QIDQ3963780zbMATH OpenOpenAlexFDO

Authors Michael L. Deaton, Robert V. Foutz

Publication date 1980

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1980.tb00305.x

zbMATH Keywords

phasespectral densitygroup delayweakly stationarytime leakage

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cites work

• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Estimating group delay
• On the Coefficient of Coherence for Weakly Stationary Stochastic Processes
• The Estimation of Coherence, Frequency Response, and Envelope Delay

Cited in

(2)

• Group delay, partial group delay and index-lag relationship for multidimensional processes
• Partial group delay and time-lagged relationships among multiple time series

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