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autocovariogram

From Wiktionary, the free dictionary

English

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Etymology

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From auto- +‎ covariogram.

Noun

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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.
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