# Covariance stationarity - Example

I am studying time series by myself.

I've just faced this process: $$y_t = \epsilon_t \epsilon_{t-1}$$, where $$\epsilon_t$$ is Gaussian white noise, with zero mean and variance equal to one.

Is this an example of covariance stationarity?

• Welcome to CV, mark teck! – Alexis Sep 21 '18 at 0:38