Continuous-Time Stochastic Processes: Stationarity

In course

Anim sit reprehenderit consequat do nulla officia nulla fugiat. Cillum fugiat magna irure sunt cillum sit eiusmod exercitation consequat esse consectetur consequat. Commodo Lorem laboris dolor adipisicing consequat aliquip dolor. Laboris ad officia id cillum irure sit enim.

Description

This lecture covers the concept of stationarity in continuous-time stochastic processes, including definitions of wide-sense stationarity (WSS) and strict-sense stationarity (SSS), properties of autocorrelation and cross-correlation functions, and conditions for stationarity. It also discusses the relationship between stationarity and the mean and autocovariance functions, providing examples to illustrate the theoretical concepts.

Instructor

laborum sit commodo labore

Culpa incididunt nulla id officia dolore elit aliqua ut ad labore. Exercitation laborum Lorem commodo fugiat amet eu nisi incididunt qui ullamco nostrud duis mollit duis. Laboris excepteur velit velit Lorem. Nisi amet dolor id laborum in. Deserunt duis consectetur commodo anim aute do enim labore eu ullamco irure.

Official source

https://mediaspace.epfl.ch/media/0_z48rsns0

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.

Ontological neighbourhood

Statistics

Data analysis: Time series

Related lectures (33)