coherency spectrum

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• Cross-spectrum — In time series analysis, the cross spectrum is used as part of a frequency domain analysis of the cross correlation or cross covariance between two time series. Contents 1 Definition 2 Squared coherency spectrum 3 See also …   Wikipedia

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• Bicoherence — In mathematics, in the area of statistical analysis, bicoherence is a squared normalised version of the bispectrum. The bicoherence takes values bounded between 0 and 1, which make it a convenient measure for quantifying the extent of phase… …   Wikipedia

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• Bispectrum — In mathematics, in the area of statistical analysis, the bispectrum is a statistic used to search for nonlinear interactions. The Fourier transform of the second order cumulant, i.e., the autocorrelation function, is the traditional power… …   Wikipedia

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