4. Covariance and spectral density
This chapter describes the concepts of covariance and spectral density for stationary random processes, focusing on the aspects that are most useful for time series.
4.1 Definition and properties of covariance
As seen in 2.1 , if the process (X t ...
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
Covariance and spectral density
ARMA process
Article included in this offer
"Signal processing and its applications"
(
151 articles
)
Updated and enriched with articles validated by our scientific committees
A set of exclusive tools to complement the resources
Bibliography
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
