gaussian-white-noise

  1. Nicole Seaman

    P1.T2.20.21. Stationary Time Series: covariance stationary, autocorrelation function (ACF) and white noise

    Learning objectives: Describe the requirements for a series to be covariance stationary. Define the autocovariance function and the autocorrelation function. Define white noise; describe independent white noise and normal (Gaussian) white noise. Question: 20.21.1. Pamela has been tasked to...
    • Nicole Seaman
    • Thread
    • autocorrelation-function autocovariance-function covariance-stationary gaussian-white-noise normal-white-noise stationary-time-series white-noise
    • Replies: 1
    • Forum: FRM® Practice Questions
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