bn:01494086n
Noun Concept
JA
No term available
EN
In probability and statistics, given two stochastic processes { X t } {\displaystyle \left\{X_{t}\right\}} and { Y t } {\displaystyle \left\{Y_{t}\right\}}, the cross-covariance is a function that gives the covariance of one process with the other at pairs of time points. Wikipedia
Relations
Sources