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GROUP DELAY AND THE TIME‐LAG RELATIONSHIP BETWEEN STOCHASTIC PROCESSES
Author(s) -
Deaton Michael L.,
Foutz Robert V.
Publication year - 1980
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1980.tb00305.x
Subject(s) - mathematics , lag , time lag , lag time , interpretation (philosophy) , discrete time and continuous time , stochastic process , group (periodic table) , stochastic modelling , statistics , computer science , biological system , computer network , chemistry , organic chemistry , biology , programming language
. A time‐lag interpretation is given for the group delay between continuous‐time weakly‐stationary stochastic processes, and a corresponding time‐lag relationship between stochastic processes is revealed. The group delay for discrete‐time processes and its relationship to time leakage are also discussed.