Stationary processes...an easy way?
- From: "backformystuff" <p.krembs@xxxxxxxxx>
- Date: 9 Feb 2007 16:35:14 -0800
Hello again everyone,
I have a homework dealing with stationary processes. I'm hoping
someone can give me some hints to be at least able to detect what is
and what isn't a stationary process upon inspection of an equation,
given the parameters:
{Zsubt} = sequence of normal random variables with mean 0 and variance
sigma^2;
a,b,c = constants
Xsubt = Zsub1 cos(ct) + Zsub2 sin(ct).
My answer is that this *is* stationary because the cos & sin & (ct)
cancel eachother out? Is that an acceptable way of approaching this?
And, is there an easy way of finding out the mean and autocovariance
functions?
Thanks so much.
.
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