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Original Articles

Partial group delay and time-lagged relationships among multiple time series

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Pages 2139-2144 | Received 01 Jul 1986, Published online: 27 Jun 2007

References

  • Deaton , M.L. and Poutz , R.V. 1980 . Group Delay and the Time -lag Relationship Between Stochastic Processes . Journal of Time Series Analysis , 1 : 111 – 118 .
  • Koopmans , L.H. 1974 . The Spectral Analysis of Time Series , New York : Academic Press .
  • Rao , C.R. 1973 . Linear Statistical Interence and Its Applications , New York : John Wiley & Sons . Second Edition

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