In probability theory and related fields, the life-time of correlation measures the timespan over which there is appreciable autocorrelation or cross-correlation in stochastic processes. == Definition == The correlation coefficient ρ, expressed as an autocorrelation function or cross-correlation function, depends on the lag-time between the times being considered.
In probability theory and related fields, the life-time of correlation measures the timespan over which there is appreciable autocorrelation or cross-correlation in stochastic processes. == Definition == The correlation coefficient ρ, expressed as an autocorrelation function or cross-correlation function, depends on the lag-time between the times being considered.
Source: Wikipedia "Life-time of correlation" · CC BY-SA 4.0
Share this article: X · Bluesky