Partial group delay is a spectral parameter, which measures the time lag between two time series in a system after the spurious effects of the other series in the system have been eliminated.
For weakly-stationary processes, estimators for partial group delay are proposed based on indirect and direct approaches. Conditions for weak consistency and asymptotic normality of the proposed estimators are obtained. Applications to a multiple test of partial group delay are investigated.
The time lag interpretation of partial group delay is justified, which provides insight into the nature of linear relationships among weakly-stationary processes.
Extensions are made to group delay estimation and partial group delay estimation for non-stationary "oscillatory" processes. / Ph. D.
| Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/74721 |
| Date | January 1985 |
| Creators | Zhang, Nien-fan |
| Contributors | Statistics, Foutz, Robert V., Birch, Jeffrey B., Good, Irving J., Hinkelmann, Klaus H., Ulrich, Gary |
| Publisher | Virginia Polytechnic Institute and State University |
| Source Sets | Virginia Tech Theses and Dissertation |
| Language | en_US |
| Detected Language | English |
| Type | Dissertation, Text |
| Format | vii, 148 leaves, application/pdf, application/pdf |
| Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
| Relation | OCLC# 13160557 |
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