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What is the sum of all autocovariances of time series called?

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#probability #covariance #time-series
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mathematics of backward shift operator

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#time-series #finite-differences #differential-operators
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Is $X_t Y_t$ stationary?

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#stochastic-processes #covariance #time-series #stationary-processes
632
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Is $Z_t=A+\sin(2\pi t+\theta)$ stationary?

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#stochastic-processes #time-series
68
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Is $(-1)^t A$ a stationary process?

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#statistics #stochastic-processes #time-series
23
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Missing data pattern type with time series with different frequencies

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#statistics #estimation #time-series
47
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What do the words 'stationary and independent' mean in this instance?

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#stochastic-processes #time-series
309
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Show that MA$(m)$ process constructed from an i.i.d. sequence is $m$-dependent

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#probability-theory #stochastic-processes #independence #time-series
215
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Sample autocorrelation function from multiple realisations of a stochastic processs using the convolution theorem

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#convolution #fourier-transform #estimation #correlation #time-series
131
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If ${(X_t)}$ is strictly stationary then $X_{t_1}+\ldots+X_{t_n} \overset{d}{=} X_{t_1+k}+\ldots+X_{t_n+k}$

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#probability-theory #probability-distributions #stochastic-processes #time-series
52
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What does N-day correlation mean?

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#statistics #correlation #time-series
414
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Understanding the definition of asymptotic normality

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#probability-theory #statistics #definition #time-series
387
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Identically distributed variables enough to establish stationarity? (time series)

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#time-series #stationary-processes
45
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Covariance calculation

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#sequences-and-series #regression #covariance #time-series
486
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Time Series: Computing the Autocorrelation Function for Stationary Process

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#correlation #time-series #stationary-processes

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