English: 20 correlograms from 400-point samples of a first-order autoregressive Gaussian process (lowpass filtered white Gaussian noise) with correlation of 0.75 between adjacent points. Lowpass filtered white Gaussian noise results in an Ornstein-Uhlenbeck process.
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20 correlograms from 400-point samples of a first-order autoregressive Gaussian process (lowpass filtered white Gaussian noise) with correlation of 0.75 between adjacent points
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7 October 2021
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