Question: For the jointly stationary bivariate process (left{left(x_{t}, y_{t} ight) ight}), show that [ gamma_{x y}(h)=gamma_{y x}(-h) ] and [ ho_{x y}(h)=ho_{y x}(-h) ]

For the jointly stationary bivariate process \(\left\{\left(x_{t}, y_{t}\right)\right\}\), show that

\[ \gamma_{x y}(h)=\gamma_{y x}(-h) \]

and

\[ ho_{x y}(h)=ho_{y x}(-h) \]

Step by Step Solution

3.41 Rating (157 Votes )

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 Statistical Analysis Questions!