UMVU estimation of phase and group delay with small samples
Group delay between two univariate time series is a measure, in units of time, of how one series leads or lags the other at specific frequencies. The only published method of estimating group delay is Hannan and Thomson (1973); however, their method is highly asymptotic and does not allow inference...
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| Format: | Others |
| Language: | en_US |
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Virginia Polytechnic Institute and State University
2015
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| Online Access: | http://hdl.handle.net/10919/54400 |