| 1. | In some fields, the term is used interchangeably with autocovariance.
|
| 2. | This implies that the autocovariance is decaying to 0 sufficiently quickly.
|
| 3. | The integral is over the equilibrium flux autocovariance function.
|
| 4. | Some authors refer to R as the autocovariance function.
|
| 5. | The decay of the autocovariance function is power-like and so is slower than exponential.
|
| 6. | At zero time the autocovariance is positive since it is the mean square value of the flux at equilibrium.
|
| 7. | Either the autocovariance drops to zero after a certain time-lag, or it eventually has an exponential decay.
|
| 8. | One way of characterising long-range and short-range dependent stationary process is in terms of their autocovariance functions.
|
| 9. | WSS random processes only require that 1st moment ( i . e . the mean ) and autocovariance do not vary with respect to time.
|
| 10. | Where q is some maximum lag over which short-range autocorrelation might be substantial and C ( j ) is the sample autocovariance at lag j.
|
मोबाइल