Timeline for Show that $\text{Cov}[Z_t,Z_{t+h}]=\text{Cov}[Z_s,Z_{s+h}].$
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Apr 21, 2021 at 18:34 | vote | accept | Parseval | ||
Apr 18, 2021 at 15:12 | vote | accept | Parseval | ||
Apr 21, 2021 at 18:34 | |||||
Apr 17, 2021 at 20:19 | comment | added | ir7 | Yes, $(t+h-j) - (t-i) = (s+h-j) - (s-i)=h+i-j$ is the common shift (for the covariance stationarity equality). | |
Apr 17, 2021 at 20:07 | comment | added | Parseval | Ah yes I missed that part. Will change. However the expectations you have written, that follows by the stationary property right? Nothing I need to prove. | |
Apr 17, 2021 at 19:11 | history | answered | ir7 | CC BY-SA 4.0 |