Morethan1processDefn:TwoprocessesXandYarejointly(strictly)stationaryif - PPT Presentation
DefnIfXisstationarytheautocovariancefunctionofXisCXhCovX0XhDefnIfXandYarejointlystationarythenthecrosscovariancefunctionisCXYhCovX0YhNoticethatCXhCXhandCXYhCYXhforallhands ID: 513121