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and (0) = 0. a Problem 3 Let Xt, t > 0, be a stationary process. Show that the covariance function Cou[X4, X,]: 0,00) x
Posted: Sat Feb 26, 2022 11:18 am
by answerhappygod
- And 0 0 A Problem 3 Let Xt T 0 Be A Stationary Process Show That The Covariance Function Cou X4 X 0 00 X 1 (45.29 KiB) Viewed 79 times
and (0) = 0. a Problem 3 Let Xt, t > 0, be a stationary process. Show that the covariance function Cou[X4, X,]: 0,00) x (0,0) R is a function of t - s only. Moreover, deduce that for Gaussian processes stationarity is equivalent to the requirements that the mean function is a constant and the covariance function is a function of t - sl. a M 3 SC Overvaglie ASUS En CO 2 One & 6 5 7 2 8 3 E 5 Р o 0 A Y २ E R т U Q 그 o 民 8 G J K L I S D F Als तो