Citation
Rg. Lueck et F. Wolk, An efficient method for determining the significance of covariance estimates, J ATMOSP OC, 16(6), 1999, pp. 773-775
Citations number
7
Categorie Soggetti
Earth Sciences
Journal title
JOURNAL OF ATMOSPHERIC AND OCEANIC TECHNOLOGY
ISSN journal
07390572
→ ACNP
Volume
16
Issue
6
Year of publication
1999
Pages
773 - 775
Database
ISI
SICI code
0739-0572(199906)16:6<773:AEMFDT>2.0.ZU;2-9
Abstract
A technique is presented for determining if an estimate of covariance (or c
orrelation) of two time series is statistically significantly different fro
m zero. The technique makes no assumptions about the spectrum or the probab
ility distribution of either time series. It is more efficient than the met
hod of Yamazaki and Osborn and Fleury and Lueck by several factors of 10.