Autocorrelation

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  • noun. The cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods.
    • Word Usage
    "This would fatten the tails of the return distribution and introduce long term autocorrelation to the return series."
    Same Context
    Words that are found in similar contexts
    coolpeople  covariance  discriminant  funhelp  funline  
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