Browsing by Publisher "Central Statistical Bureau of Latvia"
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Coherence of time series
(Workshop of the Baltic-Nordic-Ukrainian Network on Survey Statistics 2018, August 21-24, Jelgava, Latvia : lecture materials and contributed papers, 2018)The aim of this paper is to present a way to measure strength of a relationship between the two time series by a coefficient of coherence. A definition of the coherence coefficient is given and an example of its application ...