Exam Questions Flashcards
1
Q
Is a WN(.,.) process stationary? Can Bougerol be applied?
A
No, not neccesarily. So no
2
Q
What does Bougerol imply?
A
e.a.s. convergence to an SE sequence
3
Q
What does consistancy require with the derivative?
A
Derivative has to equal 0
4
Q
Is the variance of an RCAR model constant?
A
No, this does not have to be the case
5
Q
What is the c_n equality?
A
