From any sample in t variables an inter-related system of $\frac{1}{2}t(t-1)$ correlations $r_{ij}$ can be calculated. Their simultaneous distribution depends only on ...

This is a preview. Log in through your library . Abstract If $y_1, \cdots, y_N$ are observations on a stationary time series at equal intervals of time and it is ...

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 ...