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In diversity multiple-input multiple-output (MIMO) radar system, the mutual correlation of target echo signals in its diversity channels is an important concern for designing signal processing algorithms. The target temporal, spatial and frequency correlation characteristic is studied at the background of a diversity MIMO radar with multiple widely separated radar sites all capable of working at multiple carrier frequencies. With a two-dimensional round-shaped scatterers centre target model, the correlation coefficient of target echo signals in any type of diversity channel pair (DCP) is proved to be a function of the target size and the equivalent frequency interval. The theoretical correlation coefficient is verified by numerical experiments. The correlation coefficient of target echo signals often depends on the target location, which is shown for two typical DCP types.