108 Summer EMEA – 期中考及作業一詳解

2020-08-08 期中考

EMEA期中考考題講解

作業一詳解

EMEA_Solution_Key

注意重點

Weak stationary的定義：

1. $E(Y_t) = \mu <\infty \text{ for all } t$
2. $Var(Y_t) < \infty$
3. $\gamma(j) = Cov(Y_t, Y_{t-j}) < \infty, \text{ and does not depend on t}$