Notes for this article:
https://zhuanlan.zhihu.com/p/447221519
1. Variance
2. Autocovariance matrix
3. Autocorrelation matrix
4. Cross-covariance matrix
5. Cross-correlation matrix
6.Correlation coefficient
7. Autocorrelation function, autocovariance function and power spectral density
8. Cross-correlation function, cross-covariance function and cross-power spectral density
