Autocovariant

Translation of "autocovariant" into Russian

Adjective

autocovariant

Used in statistics and mathematics to qualify quantities related to autocovariance.

The autocovariant matrix of the process was estimated for several lags.

Автоковариационная матрица процесса была оценена для нескольких лагов.

Adjective

Relating to or expressing the autocovariance of a stochastic process, especially across different time lags.

The autocovariant matrix of the process was estimated for several lags.