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Autocovariance
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21	U. S. DEPARTMENT OF COMMERCE NATIONAL OCEANIC AND ATMOSPHERIC ADMINISTRATION NATIONAL WEATHER SERVICE . Add to Reading List Source URL: www.lib.ncep.noaa.gov Language: English - Date: 2002-01-21 17:12:58 Fourier analysis Algebra of random variables Control theory Data assimilation Fourier transform Variance Forecast error Covariance Autocovariance Statistics Covariance and correlation Estimation theory
22	HIGHLY ROBUST ESTIMATION OF THE AUTOCOVARIANCE FUNCTION By Yanyuan Ma and Marc G. Genton Massachusetts Institute of Technology First version received August 1998 Abstract. In this paper, the problem of the robustness of Add to Reading List Source URL: www.stat.tamu.edu Language: English - Date: 2011-05-30 22:00:56 Signal processing Covariance and correlation Statistical theory M-estimator Robust statistics Estimator Diaeresis Normal distribution Covariance Statistics Estimation theory Statistical inference
23	PDF Document Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:51 Econometrics Data analysis Signal processing Autocorrelation Autocovariance Covariance function Vector autoregression Covariance Autoregressive model Statistics Covariance and correlation Time series analysis
24	AL Auto Regressive Integrated Moving Average, 258, 337, 352, 353, 441 Autocorrelation, 169, 257, 258–263, 289, 290 Autocovariance, 301, 303 Add to Reading List Source URL: media.wiley.com Language: English - Date: 2014-04-17 07:13:30 Parametric statistics Normality test Analysis of variance Least squares T-statistic Errors and residuals in statistics F-test Degrees of freedom Linear regression Statistics Statistical tests Regression analysis
25	AWARDS & ANNOUNCEMENTS Dr. Han Xiao Second Order Inference for Nonstationary Time Series The proposed research is on second order inferences for causal nonstationary processes. While a causal stationary process can be Add to Reading List Source URL: statistics.rutgers.edu Language: English - Date: 2013-06-04 15:06:04 Covariance Estimation of covariance matrices Autocovariance Variance Matrix Statistics Covariance and correlation Covariance function
26	AWARDS & ANNOUNCEMENTS Dr. Han Xiao Second Order Inference for Nonstationary Time Series The proposed research is on second order inferences for causal nonstationary processes. While a causal stationary process can be Add to Reading List Source URL: www.stat.rutgers.edu Language: English - Date: 2013-06-04 15:06:04 Covariance Estimation of covariance matrices Autocovariance Variance Matrix Statistics Covariance and correlation Covariance function
27	AWARDS & ANNOUNCEMENTS Dr. Han Xiao Second Order Inference for Nonstationary Time Series The proposed research is on second order inferences for causal nonstationary processes. While a causal stationary process can be Add to Reading List Source URL: stat.rutgers.edu Language: English - Date: 2013-06-04 15:06:04 Covariance Estimation of covariance matrices Autocovariance Variance Matrix Statistics Covariance and correlation Covariance function
28	THE HYPERGEOMETRIC PROCESS: A FLEXIBLE PARAMETERIZATION OF M A(∞) TIME SERIES GRAHAM L. GILLER A BSTRACT. We introduce an apparently new parameterisation of the Wold decomposition of a standard Box-Jenkins time series Add to Reading List Source URL: www.gillerinvestments.com Language: English - Date: 2006-08-16 15:05:54 Ordinary differential equations Covariance and correlation Time series analysis Hypergeometric functions Hypergeometric series Generalized hypergeometric function Autocorrelation Gegenbauer polynomials Autocovariance Mathematical analysis Mathematics Mathematical series
29	THE WOLD DECOMPOSITION Definitions: (i) A family (Xt)t∈T of random variables Add to Reading List Source URL: homepage.univie.ac.at Language: English - Date: 2008-11-10 17:09:18 Time series analysis Fourier analysis Stochastic processes Covariance function Autocovariance Covariance XT Stationary process Autocorrelation Statistics Covariance and correlation Signal processing
30	3 Autocorrelation Autocorrelation refers to the correlation of a time series with its own past and future values. Autocorrelation is also sometimes called “lagged correlation” or “serial correlation”, which Add to Reading List Source URL: www.ltrr.arizona.edu Language: English - Date: 2012-12-26 12:43:55 Autocorrelation Correlogram Autocovariance Correlation function Standard error Correlation and dependence Covariance function Autoregressive model Durbin–Watson statistic Statistics Covariance and correlation Time series analysis