What's new

normal-white-noise

  1. Nicole Seaman

    P1.T2.20.21. Stationary Time Series: covariance stationary, autocorrelation function (ACF) and white noise

    Learning objectives: Describe the requirements for a series to be covariance stationary. Define the autocovariance function and the autocorrelation function. Define white noise; describe independent white noise and normal (Gaussian) white noise. Question: 20.21.1. Pamela has been tasked to...
Top