Definition of autocovariance in English:

autocovariance

Pronunciation /ˌɔːtə(ʊ)ˌkəʊˈvɛːrɪəns/

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.