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Autocorrelation

Gidon Eshel

in Spatiotemporal Data Analysis

Published in print:
2011
Published Online:
October 2017
ISBN:
9780691128917
eISBN:
9781400840632
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691128917.003.0008
Subject:
Environmental Science, Environmental Studies

This chapter discusses theoretical autocovariance, autocorrelation functions of autoregressive models of orders 1 and 2, and autocorrelation function-derived timescale. The autocorrelation function ... More


Intermittent Vorticity, Power Spectral Scaling, and Dynamical Measures on Resting Brain Magnetic Field Fluctuations: A Pilot Study

Arnold J. Mandell, Karen A. Selz, Tom Holroyd, Lindsay Rutter, and Richard Coppola

in The Dynamic Brain: An Exploration of Neuronal Variability and Its Functional Significance

Published in print:
2011
Published Online:
September 2011
ISBN:
9780195393798
eISBN:
9780199897049
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195393798.003.0014
Subject:
Neuroscience, Behavioral Neuroscience, Development

A new time-dependent global MEG variable, symmetric sensor difference series, from frontal, central, parietal and temporal sensor pairs in ten task free, resting schizophrenic patients and ten age ... More


Introduction to Stochastic Processes

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0012
Subject:
Economics and Finance, Econometrics

This chapter provides an introduction to stochastic processes covering stationary linear processes, moving average processes, the autocovariance generating function, Wold decomposition of time ... More


Estimation of Stationary Time Series Processes

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0014
Subject:
Economics and Finance, Econometrics

This chapter begins with the problem of estimating the mean and autocovariances of a stationary process. It then considers the estimation of autoregressive and moving average processes as well as the ... More


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