Timeline for Derivation of sample autocovariance
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 2, 2013 at 3:01 | vote | accept | r_31415 | ||
| Oct 2, 2013 at 0:56 | comment | added | Alecos Papadopoulos | Indeed, it has meaning only for stationary processes (ergodicity implies covariance stationarity as long as the moments exist). In a non-covariance stationary process, means and variances change trough time, and time averages cannot estimate ensemble expected values. | |
| Oct 2, 2013 at 0:40 | comment | added | r_31415 | Thank you. This is the kind of answer I was expecting. Could you answer my second question regarding stationary processes? | |
| Oct 1, 2013 at 19:50 | history | answered | Alecos Papadopoulos | CC BY-SA 3.0 |