A sample’s auto-covariance function, 
, is defined as:
, 
.
, 
.
The cross-covariance function, 
, is defined as:
, .
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A sample’s auto-covariance function, , is defined as:
, .
, .
The cross-covariance function, , is defined as:
, .
Try Predictive Systems Lab
Need Help?
Contact support