If I have discrete weakly stationary process $X_t$:
- expected value is finite
- variance is finite
- $\textrm{cov}(X_p,X_q)=\gamma(|p-q|),\forall p,q\in\mathbb{N}$.
Can I be sure that it's difference $Y_t = X_t - X_{t-1}$ is also weakly stationary?
2026-03-07 03:02:17.1772852537
Weak stationarity of difference of weak stationary process
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