On the variance of the sample correlation between two independent lattice processes
Keyword(s):
Consider two stochastically independent, stationary Gaussian lattice processes with zero means, {X(u), u (Z2} and {Y(u), u (Z2}. An asymptotic expression for the variance of the sample correlation between {X(u)} and {Y(u)} over a finite square is derived. This expression also holds for a wide class of domains in Z2. As an illustration, the asymptotic variance of the correlation between two first-order autonormal schemes is evaluated.
1981 ◽
Vol 18
(04)
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pp. 943-948
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2005 ◽
Vol 245-246
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pp. 9-14
1996 ◽
Vol 237-238
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pp. 127-132
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1976 ◽
Vol 41
(1)
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pp. 95-108
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2012 ◽
Vol 525-526
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pp. 101-104
1990 ◽
Vol 127
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pp. 589-599
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