subject
Mathematics, 11.03.2020 22:47 shelbymelton18

Suppose that {Yt } is stationary with autocovariance function γk. (a) Show that Wt = ∇Yt = Yt − Yt − 1 is stationary by finding the mean and autocovariance function for {Wt }. (b) Show that Ut = ∇2Yt = ∇[Yt − Yt−1] = Yt − 2Yt−1 + Yt−2 is stationary. (You need not find the mean and autocovariance function for {Ut }.)

ansver
Answers: 2

Another question on Mathematics

question
Mathematics, 21.06.2019 17:00
You are on a cycling trip around europe with friends. you check the weather forecast for the first week. these are the temperatures for the week. sun mon tues wed thurs fri sat 16°c 20°c 24°c 28°c 28°c 23°c 15°c what is the mean temperature forecast for the week?
Answers: 1
question
Mathematics, 21.06.2019 21:00
Which line is parallel to the line that passes through the points (2, –5) and (–4, 1) a. y=-x+5 b. y=-2/3x+3 c. y=2/3x-2 d. y=x+5
Answers: 2
question
Mathematics, 22.06.2019 00:30
In september, louise planted a tree. every month, the tree louise planted grew 2 inches. what would the constant of proportionality of the line be?
Answers: 3
question
Mathematics, 22.06.2019 01:50
The patient recovery time from a particular surgical procedure is normally distributed with a mean of 5.2 days and a standard deviation of 1.7 days. what is the probability of spending more than 2 days in recovery? (round your answer to four decimal places.)
Answers: 3
You know the right answer?
Suppose that {Yt } is stationary with autocovariance function γk. (a) Show that Wt = ∇Yt = Yt − Yt −...
Questions
question
Mathematics, 04.10.2020 14:01
question
Geography, 04.10.2020 14:01
question
Mathematics, 04.10.2020 14:01
question
Mathematics, 04.10.2020 14:01
Questions on the website: 13722367