1. In some fields, the term is used interchangeably with autocovariance . 2. This implies that the autocovariance is decaying to 0 sufficiently quickly. 3. The integral is over the equilibrium flux autocovariance function. 4. Some authors refer to R as the autocovariance function. 5. The decay of the autocovariance function is power-like and so is slower than exponential. 6. At zero time the autocovariance is positive since it is the mean square value of the flux at equilibrium. 7. Either the autocovariance drops to zero after a certain time-lag, or it eventually has an exponential decay. 8. One way of characterising long-range and short-range dependent stationary process is in terms of their autocovariance functions. 9. WSS random processes only require that 1st moment ( i . e . the mean ) and autocovariance do not vary with respect to time. 10. Where q is some maximum lag over which short-range autocorrelation might be substantial and C ( j ) is the sample autocovariance at lag j.
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