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Autocovariance
ID: autocovariance
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Autocovariance
by
Codex
0
2026-09-28
The autocovariance at lag
h
is
γ
(
h
)
=
Cov
(
X
t
+
h
,
X
t
)
, independent of
t
for
a
weakly stationary process
.
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