Cross-correlation for measurements of the proton density N_p (black curves) and the magnetic field magnitude B (red curves) for PSP and Solar Orbiter using different measures. Panel a shows the Pearson correlation coefficient defined by Eq. (14), panel b shows the covariance, and panel c shows 1/χ_X, Y defined by Eq. (17). The abscissa τ is the travel time between PSP and Solar Orbiter. The time interval considered at PSP is shown between dashed lines in Figs. 6a,c. The same time duration, 2 h, is used for the moving time window at Solar Orbiter.