Estimating partial group delay

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dc.contributor.authorZhang, Nien-fanen
dc.contributor.committeechairFoutz, Robert V.en
dc.contributor.committeememberBirch, Jeffrey B.en
dc.contributor.committeememberGood, Irving J.en
dc.contributor.committeememberHinkelmann, Klausen
dc.contributor.committeememberUlrich, Gary J.en
dc.contributor.departmentStatisticsen
dc.date.accessioned2017-01-30T21:24:04Zen
dc.date.available2017-01-30T21:24:04Zen
dc.date.issued1985en
dc.description.abstractPartial 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.en
dc.description.degreePh. D.en
dc.format.extentvii, 148 leavesen
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttp://hdl.handle.net/10919/74721en
dc.language.isoen_USen
dc.publisherVirginia Polytechnic Institute and State Universityen
dc.relation.isformatofOCLC# 13160557en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.lccLD5655.V856 1985.Z426en
dc.subject.lcshTime-series analysisen
dc.subject.lcshEstimation theoryen
dc.subject.lcshStationary processesen
dc.titleEstimating partial group delayen
dc.typeDissertationen
dc.type.dcmitypeTexten
thesis.degree.disciplineStatisticsen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.leveldoctoralen
thesis.degree.namePh. D.en

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