autocovariogram

From Wiktionary, the free dictionary
Jump to navigation Jump to search

English

[edit]

Etymology

[edit]

auto- +‎ covariogram

Noun

[edit]

autocovariogram (plural autocovariograms)

  1. A covariogram that shows autocovariances.
    • 2018, Sargent and Ljungqvist, Recursive Macroeconomic Theory (4th ed.), MIT Press, p. 47:
      Eequations (2.4.12) show that the autocovariogram for a stochastic process governed by a stochastic linear difference equation obeys the nonstochastic version of that difference equation.
Retrieved from "https://en.wiktionary.org/w/index.php?title=autocovariogram&oldid=72722620"