drago
Feb21-05, 01:49 AM
Hi,
Does anyone know whether there is any dependence between the cross correlation coefficients at different lags? E.g. if we know r(Xi,Yi+k) can we say something about r(Xi, Yi+k+1) , where the first term is the cross correlation coefficient between the samples X and Y at lag k, and the second at lag k+1.
Also, do you know an estimator (function) that lower(upper)bounds the sample cross correlation function?
drago
Does anyone know whether there is any dependence between the cross correlation coefficients at different lags? E.g. if we know r(Xi,Yi+k) can we say something about r(Xi, Yi+k+1) , where the first term is the cross correlation coefficient between the samples X and Y at lag k, and the second at lag k+1.
Also, do you know an estimator (function) that lower(upper)bounds the sample cross correlation function?
drago