PDF-Morethan1processDefn:TwoprocessesXandYarejointly(strictly)stationaryif
DefnIfXisstationarytheautocovariancefunctionofXisCXhCovX0XhDefnIfXandYarejointlystationarythenthecrosscovariancefunctionisCXYhCovX0YhNoticethatCXhCXhandCXYhCYXhforallhands
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