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.

This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.

Watch on Mediaspace
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.