Stationary processes
نویسنده
چکیده
Definition 1 (Time Series). A time series is a sequence of observations ordered with respect to a time index t, taking values in an index set S. If the set S contains a finite or countable number of elements we speak of discrete-time time series and the generic observation is indicated with the symbol yt, while if S is a continuum we have a continuous-time time series, whose generic observation is represented as y(t).
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