Concept information
Preferred term
autocovariance
Definition
- 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. Autocovariance is closely related to the autocorrelation of the process in question. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Autocovariance)
Broader concept
In other languages
-
French
URI
http://data.loterre.fr/ark:/67375/MDL-G81JDD91-0
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