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...y employed in studies of [[stationary stochastic process]]es, in which the auto-correlation depends only on $h$ and not on $t$.
I.e. the auto-correlation of the process $X_t$ is the [[correlation coefficient]] of $X_t
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...\ldots\}$ on the preceding values of $X_{n-1}, \ldots, X_{n-m}$. A linear auto-regression scheme of order $m$ is defined by a linear [[Regression|regressi
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