Group delay based magnitude square coherence estimation by an ARMA model

DOI10.1016/0165-1684(95)00089-2MaRDI QIDQ672209zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 27 February 1997

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(95)00089-2

zbMATH Keywords

ARMAcoherence functiongroup delay functionrational modeling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(7)

• Spectral estimation based on discrete cosine transform and modified group delay
• Estimation of coherence and time delay with ARMA models
• Fitting of one ARMA model to multiple trials increases the time resolution of instantaneous coherence
• On the relationship of non-parametric methods for coherence function estimation
• Approximation of statistical distribution of magnitude squared coherence estimated with segment overlapping
• The Mean-Square Error of SSBAM Class 4 Partial Response Data Signals Distorted by Parabolic Group Delay
• On the distribution of the magnitude-squared coherence estimator

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