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The previous suggestion that the autocovariance was the autocorrelation of a process with zero mean was just plain wrong. I thought this page could use extensive revision to bring it into line with the definition of covariance.

Richard Clegg

explain s[edit]


must explain what is s. --Krauss (talk) 07:42, 24 October 2014 (UTC)

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explain weakly stationary process[edit]

In If X(t) is a weakly stationary process, then the following are true:

for all t, s


where is the lag time, or the amount of time by which the signal has been shifted.

Please explain more about it.

and :can not be found in link provided

--Kezhoulumelody (talk) 13:44, 26 April 2017 (UTC)

explain linearly filtered process[edit]

In The autocovariance of a linearly filtered process


Explain linearly filtered process and what properties the autocovariance will have if it is not a linearly filtered process.

--Kezhoulumelody (talk) 13:51, 26 April 2017 (UTC)