fts lecturftde notes

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  • 8/17/2019 FTS Lecturftde Notes

    1/1

    White noise when its strongly stationary

    No average value zero series practically

    Independent white noise process means no distribution

    Weak white noise process

    Covariance is a linear relationship measure

    Cupolas is non linear relationship measure

    Important Covariance of MA derivation in nal eams