Abstract. Variance of horizontal wind estimates in conditions of anisotropic scattering are obtained for the Spaced Antenna (SA) Full Correlation Analysis (FCA) method of Holloway et al. (1997b) and Doviak et al. (1996), but are equally applicable to the Briggs method of FCA. Variance and covariance of cross-correlation magnitudes are theoretically estimated, and the standard theory of error propagation is used to estimate the variance of the wind components for the infinite SNR case. The effect of baseline orientation is investigated, and experimental data from the MU radar in Japan is presented.
This paper reports the statistics of extreme values and positions of extreme events in Chinese stock markets. An extreme event is defined as the event exceeding a certain threshold of normalized logarithmic return. Extreme values follow a piecewise function or a power law distribution determined by the threshold due to a crossover. Extreme positions are studied by return intervals of extreme events, and it is found that return intervals yield a stretched exponential function. According to correlation analysis, extreme values and return intervals are weakly correlated and the correlation decreases with increasing threshold. No long-term cross-correlation exists by using the detrended cross-correlation analysis (DCCA) method. We successfully introduce a modification specific to the correlation and derive the joint cumulative distribution of extreme values and return intervals at 95% confidence level.
Variance of wind estimates using spaced antenna techniques with the MU radar
