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References in periodicals archive ?
The spatial variability and correlation of the data in question are described by an empirical autocovariance (hereafter covariance) curve to which a theoretical model is fitted.
where [S.sup.2.sub.q] is a heteroskedasticity and autocorrelation consistent variance estimator (Andrews, 1991) and includes the usual sample variance [S.sup.2.sub.n] and autocovariance [[gamma].sub.j] estimators of X:
They further explained it by stating that cross autocovariance work is used as an indicator of lead-lag structure, only when some stocks exhibit instantaneous reaction to common factors and some stocks on the other hand react with lag and do not show contemporaneous reaction.
Then, using the autocovariance of residuals and setting a value for [rho], the variance of the residuals can be decomposed into [[sigma].sup.2.sub.[eta]] and [[sigma].sup.2.sub.[epsilon]].
The normalized autocovariance of zero-mean shadowing n in decibels is expressed as
[109] (i) Autocorrelation Coefficient (ii) Autocovariance Coefficient Akbay et (1) 52 features have been Mammogram al.
where [C.sub.xx] and [C.sub.yy] are the autocovariance matrices of X and Y, and [C.sub.xy] = [C.sub.xx] are the cross-covariance matrices of X and Y.
From [[bar.N].sup.[i][k](l).sub.t], we can get the out put prediction [[??].sup.[k](l).sub.t], the autocovariance [S.sup.[k](l).sub.t], and the cross covariance [[summation].sup.x,n[k](l).sub.t].
where the subscript i refers to the ith ensemble member; [] is the cross-covariance matrix of m and d; [C.sub.dd] is the autocovariance matrix of d; [[alpha].sub.p] is the coefficient to inflate [C.sub.D], which is the covariance matrix of the observed data measurement error [8]; [d.sup.unc] is the observation data perturbed by the inflated observed data measurement error; and [N.sub.ens] is the ensemble size (i.e., number of reservoir models in the ensemble).
Thus the mean and variance of [y.sub.t] and[[tau]] must be constant and independent of t and the autocovariance between [y.sub.t] and [y.sub.t+[tau]] should only be influenced by [tau] for the series to be stationary.