Autocovariance
= Autocovariance
{title2=$\gamma(h)$}
{wiki}
The autocovariance at lag $h$ is $\gamma(h)=\operatorname{Cov}(X_{t+h},X_t)$, independent of $t$ for a weakly stationary process.
= Autocovariance function
{synonym}
= Autocovariance
{title2=$\gamma(h)$}
{wiki}
The autocovariance at lag $h$ is $\gamma(h)=\operatorname{Cov}(X_{t+h},X_t)$, independent of $t$ for a weakly stationary process.
= Autocovariance function
{synonym}