Definition of autocovariance in US English:

autocovariance

noun

  • The covariance between each of the elements of a series or array and the elements that follow after some chosen interval or that are at some chosen separation.

Origin

1940s; earliest use found in Biometrika. From auto- + covariance.

Pronunciation

autocovariance

/ˌɔːtə(ʊ)ˌkəʊˈvɛːrɪəns/