This report deals with the confidence of the spectral coherence derived from a measured time series by a discrete Fourier transform. The estimated coherence will be based on a block averaging procedure, characterized by a certain number of degrees of freedom. A discussion is given of the significance of this number, and how many degrees of freedom are necessary to get a trustworthy sampling of the coherence. The study is carried out by utilizing the statistical results available for complex Gaussian product sums (Goodman statistics).
|Place of Publication||Roskilde|
|Publisher||Risø National Laboratory|
|Number of pages||63|
|Publication status||Published - 1986|
|Series||Denmark. Forskningscenter Risoe. Risoe-R|