By Topic

Estimation of coherence spectrum of non-Gaussian time series populations

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)
Benignus, V. ; The University of Texas Medical Branch, Galveston, Tex.

Previous work on computation of coherence estimates between two time series and the confidence intervals about these estimates has always assumed that the time series have a Gaussian probability density function. Here a Monte Carlo study was performed, computing coherences and confidence intervals upon non-Gaussian time series. Using both a rectangular distribution and a x2distribution with one degree of freedom, the results appear to justify the notion that the assumption of a Gaussian distribution has a fairly small importance in the computation of the above statistics.

Published in:

Audio and Electroacoustics, IEEE Transactions on  (Volume:17 ,  Issue: 3 )