估计偏群延迟

Estimating Partial Group Delay

Biometrika · 1989
被引 0
ABS 4

中文导读

提出了一种估计多通道时间序列中两通道间偏群延迟的方法,并给出了估计序列一致性和渐近正态性的条件。

Abstract

The partial group delay between two channels of a multiple time series has an interpretation as the time lag between frequency components of the two channels after adjustments have been made for the influence of the remaining channels. A procedure for estimating partial group delay is proposed, and conditions for consistency and asymptotic normality of the estimating sequence are obtained.

时间序列分析信号处理统计学