We propose a data processing technique that allows searches for a stochastic background of gravitational radiation with data from a single detector. Our technique exploits the difference between the coherence time of the gravitational wave (GW) signal and that of the instrumental noise affecting the measurements. By estimating the auto-correlation function of the data at an off-set time that is longer than the coherence time of the noise {underbar {but}} shorter than the coherence time of the GW signal, we can effectively enhance the power signal-to-noise ratio (SNR) by the square-root of the integration time. The resulting SNR is comparable in magnitude to that achievable by cross-correlating the data from two co-located and co-aligned detectors whose noises are uncorrelated. Our method is general and it can be applied to data from ground- and space-based detectors, as well as from pulsar timing experiments.