Estimating partial group delay

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.

Name thesis:degree_name

Ph. D.

Level thesis:degree_level

doctoral

Discipline thesis:degree_discipline

Statistics

Department dc:contributor.department

Statistics

Grantor dc:publisher

Virginia Polytechnic Institute and State University

Year dc:date.issued

1985

Author dc:creator

• Zhang, Nien-fan

Chair dc:contributor.committeechair

• Foutz, Robert V.

Committee members dc:contributor.committeemember

• Birch, Jeffrey B.
• Good, Irving J.
• Hinkelmann, Klaus
• Ulrich, Gary J.

Statement dc:rights

• In Copyright

Licence dc:rights.uri

• http://rightsstatements.org/vocab/InC/1.0/

Language dc:language.iso

en_US

Handle dc:identifier.uri

http://hdl.handle.net/10919/74721

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/74721