GROUP DELAY AND THE TIME-LAG RELATIONSHIP BETWEEN STOCHASTIC PROCESSES

DOI10.1111/j.1467-9892.1980.tb00305.xzbMath0498.60037OpenAlexW2028309491MaRDI QIDQ3963780

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)

Related Items (2)

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

Cites Work

• The Estimation of Coherence, Frequency Response, and Envelope Delay
• On the Coefficient of Coherence for Weakly Stationary Stochastic Processes
• Estimating group delay
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