COHERENCE ANALYSIS OF STATIONARY PROCESSES WITH APPLICATIONS TO HYDROLOGY

Open Access

1 December 1969

journal article
research article
Published by Taylor & Francis in International Association of Scientific Hydrology. Bulletin

Vol. 14 (4) , 77-94
https://doi.org/10.1080/02626666909493756

Abstract

Cross-spectral characteristics of the moving average and autoregressive processes are shown to be a powerful tool in testing and analyzing these types of generating processes in hydrology. Special significance has the coherence between two 1st order autoregressive processes which is shown to be equal to a constant independent of frequency.

Keywords

PROCESSES WITH APPLICATIONS
COHERENCE ANALYSIS
STATIONARY PROCESSES
TOOL IN TESTING
AUTOREGRESSIVE PROCESSES
CROSS SPECTRAL
HYDROLOGY CROSS
SPECTRAL CHARACTERISTICS

This publication has 1 reference indexed in Scilit:

Statistical Analysis of Stationary Time Series
Physics Today, 1957