serial covariance

serial covariance
мат. сериальная ковариация

Большой англо-русский и русско-английский словарь. 2001.

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  • Serial covariance — The covariance between a variable and the lagged value of the variable; the same as autocovariance. The New York Times Financial Glossary …   Financial and business terms

  • serial covariance — The covariance between a variable and the lagged value of the variable; the same as autocorrelation. Bloomberg Financial Dictionary …   Financial and business terms

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