GROUP DELAY AND THE TIME‐LAG RELATIONSHIP BETWEEN STOCHASTIC PROCESSES

Michael L. Deaton and Robert V. Foutz

Journal of Time Series Analysis, 1980, vol. 1, issue 2, 111-118

Abstract: Abstract. 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.

Date: 1980
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