Question: Show that the autocovariance function can be written as (s, t) = E[(xs s)(xt t)] = E(xsxt) st, where E[xt] = t.

Show that the autocovariance function can be written as

γ(s, t) = E[(xs − µs)(xt − µt)] = E(xsxt) − µsµt, where E[xt] = µt.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Regression Analysis Questions!

Q:

Consider a time series model: Xt = 6+ Xt-1+ wt, t=1,2, ..., and x0 = 0, ( 4) where we are i.i.d. with zero mean and variance o2. (a) Show that Xt = St + _k=1 Wk (b) Calculate the mean u(t) := EXt]...

Q:

This question looks very long, but I only need question 7 done (first 2 paragraphs) the rest of this stuff is information that might help to complete it. Here is the two questions this one is...

Q:

Question A4 in the paper attach below: For a(i) is a long call european option, and I am not sure how to find the price? I am think that may be use black-scholes. Dont need to show the working...

Q:

A Aa A 46 24 Emphasis Heading 1 Norr XA -A- 6 Paragraph Styles Instructions Prepare a 2021 Form 1040 - U.S. Individual Income Tax Return - for Helen Hanson that is both professional in appearance and...

Q:

In a Hopfield neural network configured as an associative memory, with all of its weights trained and fixed, what three possible behaviours may occur over time in configuration space as the net...

Q:

1. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her...

Q:

llustrate different ways of connecting these components together to span a range of performance requirements. [10 marks] For each of the performance categories that you identify state today's typical...

Q:

: (i) What data structures are maintained by the page manager. (ii) What happens when a machine performs a read operation to a page. (iii) What happens when a machine performs a write operation to a...

Q:

Math\t107-6381\t-\tQuiz\t#4\t-\tSchultz\t-\tDue\tFebruary\t21,\t2016\t-\tpage\t1\tof 3 Follow\tthese\tdirections\tcarefully. This\tquiz\tis\tdue\tby\t11:59\tEastern\ttime\ton\tFebruary\t21,\t2016. o...

Q:

Econ 99 the question is okay. 1. First Welfare Theorem Let E pure = (fXi ; i ; eigi2I ) be the standard pure exchange economy with free disposal, where Xi = R L + and i is locally nonsatiated for...

Q:

A client has formed "Portfolio A" with weights of 20%, 30%, 20%, and 30% in Australia, Austria, Belgium, and Canada, respectively. Using only the 4 country assets, find the portfolio that has the...

Q:

Let S be the unit two sphere in R centered at the origin. Consider an equivalence relation on X = S x [0, 1] defined by (x, i)~ (y,j) x = y, i=0, and j = 1. Show that X/ ~ is a compact and connected...

Q:

Exercise 4.14 In this exercise, we examine how resource hazards, control hazards, and ISA design can affect pipelined execution. Problems in this exercise refer to the following fragment of MIPS...

Q:

In Problem, test each pair of events for independence: C and F