Talk:Cross covariance

From Wikipedia, the free encyclopedia

Mathematics Portal This article is within the scope of WikiProject Mathematics, which collaborates on articles related to mathematics.
Mathematics rating:	Stub Class	Low Priority	Field: Probability and statistics
Please update this rating as the article progresses, or if the rating is inaccurate. Click to show/hide comments. Please add to or update the comments to suggest improvements to the article. Merge with Cross correlation. Geometry guy 00:53, 21 May 2007 (UTC)

is this article incorrect: I thought the x-cov of lag L was defined as the /expectation/ of x_t(y_{t-L}. In particular this means that at the edges of the data we need to adjust for the number of legal datapoints, so take the sum of them and divide by the number of legal points. (In matlab this is done by xcov 'unbiased' toi goive the unbiased estimator). —Preceding unsigned comment added by 143.167.74.60 (talk) 10:09, 26 October 2007 (UTC)