This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...

The correlation function is a useful signal-analysis tool that engineers often overlook. Its formidable equation, which you have probably not thought about since your undergraduate signals and systems ...

Measuring phase noise with a spectrum analyzer. The primary advantage of dedicated phase-noise analyzers. The cross-correlation method. Using a spectrum analyzer is the oldest, most straightforward, ...

This is a preview. Log in through your library . Abstract Appraisal smoothing understates the true volatility of real estate returns, and consequently affects asset allocation decisions. The high ...