Lecture

Continuous-Time Stochastic Processes: Stationarity

Description

This lecture covers the concept of weak-sense stationarity for continuous-time stochastic processes, discussing properties such as autocovariance functions, cross-correlation, and joint weak-sense stationarity. It also explores the relationship between different processes and their stationarity.

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Official source

https://mediaspace.epfl.ch/media/0_v2gvoypl

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Ontological neighbourhood

Statistics

Data analysis: Time series

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