Mathematics, 01.10.2019 17:20 lakhwinder6588
Consider the random walk with drift model xt = d + + wt, for t = 1, 2, . . , with x0 = 0, where wt is white noise with variance s2w . (a) show that the model can be written as xt = dt + åt k=1 wk. (b) find the mean function and the autocovariance function of xt. (c) argue that xt is not stationary. (d) show rx(t 1, t) = q t ! 1 as t ! ¥. what is the implication of this result? (e) suggest a transformation to make the series stationary, and prove that the transformed series is stationary. 2.6. would you treat the global temperature
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The random variable x is the number of occurrences of an event over an interval of ten minutes. it can be assumed that the probability of an occurrence is the same in any two-time periods of an equal length. it is known that the mean number of occurrences in ten minutes is 5.3. the appropriate probability distribution for the random variable
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Mozart lenses inc. recently introduced seelites, a thinner lens for eyelasses. of a sample of 800 eyeglass wearers, 246 said they would purchases their next pair of eyeglasses with the new lenses. lenses inc. estimates that the number of people who purchase eyeglasses in a year is 1,700,000. most eyeglasses wearer buy one new pair of eyeglasses a year. what is the annual sales potential for the new lenses.
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Consider the random walk with drift model xt = d + + wt, for t = 1, 2, . . , with x0 = 0, where wt...
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