Partial group delay and time-lagged relationships among multiple time series

DOI10.1080/03610928708829495zbMath0625.62073OpenAlexW2095115724MaRDI QIDQ3028139

Nien Fan Zhang, Robert V. Foutz

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829495

zbMATH Keywords

frequency domainmultiple time seriespartial coherencepartial phaselinear time-lagged relationshipspartial group delay

Mathematics Subject Classification ID

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

Related Items (1)

Group delay, partial group delay and index-lag relationship for multidimensional processes

Cites Work

• GROUP DELAY AND THE TIME-LAG RELATIONSHIP BETWEEN STOCHASTIC PROCESSES
• Linear Statistical Inference and its Applications
• Unnamed Item

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