Definition of "autocovariance" []

• The covariance of a signal with another part of the same signal (noun)

Wiktionary.org : Text is available under the Creative Commons Attribution-ShareAlike License

• "When the process is not variance stationary the autocovariance is not even defined."
• "It is well known that the classical estimators of the autocovariance are biased even when the process is stationary; even for series of length 100–200 this bias can be surprisingly large."
• "Posted Oct 7, 2006 at 12:27 PM | Permalink | Reply looking at the definitions in waveslim, hoskings.sim asks for the “autocovariance sequence” or acvs."