Multiple Choice
A stochastic process {xt: t = 1,2,….} with a finite second moment [E(xt2) < ∞] is covariance stationary if:
A) E(xt) is variable,Var(xt) is variable,and for any t,h ≥ 1,Cov(xt,xt+h) depends only on 'h' and not on 't'.
B) E(xt) is variable,Var(xt) is variable,and for any t,h ≥ 1,Cov(xt,xt+h) depends only on 't' and not on h.
C) E(xt) is constant,Var(xt) is constant,and for any t,h ≥ 1,Cov(xt,xt+h) depends only on 'h' and not on 't'.
D) E(xt) is constant,Var(xt) is constant,and for any t,h ≥ 1,Cov(xt,xt+h) depends only on 't' and not on 'h'.
Correct Answer:
Verified
Correct Answer:
Verified
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