Cross-covariance
id:
cross-covariance-196-471023
title:
Cross-covariance
text:
In probability and statistics, given two stochastic processes { X t } and { Y t } , the cross-covariance is a function that gives the covariance of one process with the other at pairs of time points. With the usual notation E for the expectation operator, if the processes have the mean functions μ X = E [ X t ] and μ Y = E [ Y t ] , then the cross-covariance is given by Cross-covariance is related to the more commonly used cross-correlation of the processes in question. In the case of two ra
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Cross-covariance
date created:
date modified:
2021-11-20T09:00:35Z
main entity:
{"identifier":"Q5188161","url":"https://www.wikidata.org/entity/Q5188161"}
image:
fields total:
13
integrity:
13