STA457H1 Chapter Notes -If And Only If

• School: UTSG
• Department: Statistical Sciences
• Course: STA457H1
• Professor: Zhou Zhou

Document Summary

X (r ,s)=cov[ x r , xs]=e[( x r x (r))(x s x (s))] r , s is. X (t ,t+h) is independent of t for each h. Note: x (h)= x (h ,0)= x (t ,t +h) X (h)=cov [ xt , x t +h] X (h)= 1 (xt+ h x)(xt x), n