What is a covariance stationary process?

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What is a covariance stationary process?

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Ans. A covariance stationary process or sequence is a sequence is random variables having the same mean and the covariance between the any two terms of the sequence depends on the relative positions and not on the absolute positions of the two terms.

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What is a covariance stationary process?

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Is the following MA(2) process covariance-stationary?

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What is a covariance stationary process?

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