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bn:00342301n
Noun Concept
Categories: Fourier analysis, Time series analysis
EN
autocovariance  Auto-covariance  Auto covariance  autocovariance function  autocovariance matrix
EN
In probability theory and statistics, given a stochastic process, the autocovariance is a function that gives the covariance of the process with itself at pairs of time points. Wikipedia
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EN
In probability theory and statistics, given a stochastic process, the autocovariance is a function that gives the covariance of the process with itself at pairs of time points. Wikipedia
The covariance of a signal with a time-shifted version of itself Wikipedia Disambiguation
The covariance of a signal with another part of the same signal. Wiktionary
IS A
function
Wikipedia
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autocovariance
Wikidata
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autocovariance
Wiktionary
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autocovariance
Wikipedia Redirections
EN
Auto-covariance, Auto-Covariance, Auto covariance, autocovariance function, autocovariance matrix, Lag-Covariance

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