Group delay based magnitude square coherence estimation by an ARMA model
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Publication:672209
DOI10.1016/0165-1684(95)00089-2zbMath0871.62077MaRDI QIDQ672209
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
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)