New answers tagged

1

You need the joint distribution of $X_{t_1}$ and $X_{t_2}$ in order to calculate $E[X_{t_1}X_{t_2}]$ and nobody has claimed that the joint distribution of $X_{t_1}$ and $X_{t_2}$ is the same as the joint distribution of $X_{t_1}$ and $X_{t_3}$. Stationarity requires that the joint distribution of $X_{t_1}$ and $X_{t_2}$ be the same as the joint distribution ...


1

I have churn over this question for a very long time. I never liked how answers to this question are again presented in mathematical form. Nevertheless, i continued looking at the same problem over and over again and whatever i have understood is represented below. In this way i understood why frequency axis of PSD still represents the frequency of a time-...


Top 50 recent answers are included