Question: Characteristics of a white noise process include ( i ) Zero mean ( ii ) Constant variance ( iii ) Zero autocorrelations for all non
Characteristics of a white noise process include
i Zero mean
ii Constant variance
iii Zero autocorrelations for all nonzero lags
iv Autocovariances that change over time.
Question Answer
A
iii and iii only
B
ii and iv only
C
iiiiii and iv
D
iiii and iv only
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