{
  "annotation_id": "e7ba5e99-41c4-4dd7-9066-d2236233d1f4",
  "date_created": "2026-03-02T18:01:00.583000Z",
  "date_modified": "2026-03-02T18:01:00.583000Z",
  "file_hash": "56ccf17d2b559a635d1c231dad4b80c62151a55bf288738b59860ddac724721a",
  "private": false,
  "record": {
    "abstract": "We derive the bias, variance, covariance, and mean square error of the\nstandard lag windowed correlogram estimator both with and without sample mean\nremoval for complex white noise with an arbitrary mean. We find that the\narbitrary mean introduces lag dependent covariance between different lags of\nthe correlogram estimates in spite of the lack of covariance in white noise for\nnon-zeros lags. We provide a heuristic rule for when the sample mean should be,\nand when it should not be, removed if the true mean is not known. The sampling\nproperties derived here are useful is assesing the general statistical\nperformance of autocovariance and autocorrelation estimators in different\nparameter regimes. Alternatively, the sampling properties could be used as\nbounds on the detection of a weak signal in general white noise.",
    "arxiv_id": "physics/0506030",
    "authors": [
      "T. D. Carozzi",
      "A. M. Buckley"
    ],
    "categories": [
      "physics.data-an"
    ],
    "title": "Sampling errors of correlograms with and without sample mean removal for   higher-order complex white noise with arbitrary mean",
    "url": "https://arxiv.org/abs/physics/0506030"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "36f1d635-5022-4d3c-9da6-e234cd221eca",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}