Variance function
The above expression shows that, within a natural exponential family, the variance is a function of the mean :
σ² = Φ.µ' = V(µ) ...
and C0 is the variance function
Note--Rh is between -1 and +1.
Note--Some sources may use the following formula for the autocovariance function ...
The basis functions are implicitly determined by the covariance function of a Gaussian process.
The fractional Brownian motion is a Gaussian process whose covariance function is a generalisation of Wiener process.
[edit] Applications ...
Deming and Morgan (1993) refer to this expression as the normalized uncertainty; this function is also related to the variance function as defined by Box and Draper (1987).
 See also: Covariance, Variance, Distribution, Normal distribution, Alpha
  
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