Timeline for Does covariance stationarity lead to mean stationarity necessarily?
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| Mar 31, 2014 at 14:28 | vote | accept | caub | ||
| Mar 31, 2014 at 13:59 | history | tweeted | twitter.com/#!/StackStats/status/450633451600084992 | ||
| Mar 31, 2014 at 12:51 | comment | added | Dilip Sarwate | A standard example in signal-processing circles is a process consisting of a time-varying deterministic signal plus zero-mean weakly stationary noise. This process is not weakly stationary since the mean function of the process is the signal but it is covariance stationary. The examples in Karl Oskar's answer are of this type, with noise process being strictly stationary instead of only weakly stationary. | |
| Mar 31, 2014 at 12:33 | history | edited | caub | CC BY-SA 3.0 |
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| Mar 31, 2014 at 12:27 | history | edited | caub | CC BY-SA 3.0 |
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| Mar 31, 2014 at 12:19 | answer | added | KOE | timeline score: 3 | |
| Mar 31, 2014 at 12:05 | history | asked | caub | CC BY-SA 3.0 |