Lecture

Continuous-Time Stochastic Processes: Stationarity

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

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Official source

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

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Ontological neighbourhood

Statistics

Data analysis: Time series

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