Definition of "autocovariance" []

  • The covariance of a signal with another part of the same signal (noun) : Text is available under the Creative Commons Attribution-ShareAlike License

Use "autocovariance" in a sentence
  • "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."