Talk:Autocovariance
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[edit] This article is or was the subject of a Wiki Education Foundation-supported course assignment. Further details are available on the course page. Student editor(s): Kezhoulumelody. Peer reviewers: Kezhoulumelody.
Above undated message substituted from Template:Dashboard.wikiedu.org assignment by PrimeBOT (talk) 15:03, 16 January 2022 (UTC)
autocorrelation
[edit]The previous suggestion that the autocovariance was the autocorrelation of a process with zero mean was just plain wrong. I thought this page could use extensive revision to bring it into line with the definition of covariance.
explain s
[edit]In
must explain what is s. --Krauss (talk) 07:42, 24 October 2014 (UTC)
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explain weakly stationary process
[edit]In If X(t) is a weakly stationary process, then the following are true:
- for all t, s
and
where is the lag time, or the amount of time by which the signal has been shifted.
Please explain more about it.
- and :can not be found in link provided
--Kezhoulumelody (talk) 13:44, 26 April 2017 (UTC)
explain linearly filtered process
[edit]In The autocovariance of a linearly filtered process
is
Explain linearly filtered process and what properties the autocovariance will have if it is not a linearly filtered process.
--Kezhoulumelody (talk) 13:51, 26 April 2017 (UTC)
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