PDF-Morethan1processDefn:TwoprocessesXandYarejointly(strictly)stationaryif

Author : ellena-manuel | Published Date : 2017-01-23

DefnIfXisstationarytheautocovariancefunctionofXisCXhCovX0XhDefnIfXandYarejointlystationarythenthecrosscovariancefunctionisCXYhCovX0YhNoticethatCXhCXhandCXYhCYXhforallhands

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