单词 | autocovariance function |
释义 | > as lemmasautocovariance function autocovariance function n. a mathematical function that expresses the autocovariance of a series in terms of the interval of separation.The autocovariance function is equal to the autocorrelation function multiplied by the variance. ΚΠ 1949 Jrnl. Royal Statist. Soc. B. 11 163 We then have the autocovariance function. 1988 Jrnl. Monetary Econ. 22 71 Nonlinear science uncovered examples in nature of completely deterministic processes that generate behaviour which looks random under statistical tests such as spectral analysis and the autocovariance function. 2000 R. H. Shumway & D. S. Stoffer Times Series Anal. & Applic. i. 22 The autocovariance function of a stationary process has several useful properties. < as lemmas |
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