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عمومی::
سری زمانی مختلط مقدار
In this chapter we shall say that a complex-valued time series (Xt )t2R is stationary
(abbreviating the more precise term weakly stationary) if E|Xt |2 < • for all t 2 R,
E(Xt ) is independent of t, and E
⇥
Xt+hXt
⇤
is independent of t for all h 2 R. (Xt
denotes the complex conjugate of Xt .) The second-order properties of the process
X are those which depend only on the mean, μX := E(Xt ), and the autocovariance
function,
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