Explore BrainMass

Explore BrainMass

    Time Series Analysis: Independent Stationary Processes

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    Two processes {Z(t)} and {Y(t)} are said to be independent if for any time points t(1), t(2), ... t(m) and s(1), s(2),...s(n) the random variables {Z(t), Z(t2),...Z(tm)} are independent of the random variables {Y(s1), Y(s2),...Y(sn)}. Show that if {Z(t)} and {Y(t)} are independent stationary processes, then W(t) = Z(t) + Y(t) is stationary.

    © BrainMass Inc. brainmass.com October 2, 2020, 4:10 am ad1c9bdddf

    Solution Summary

    This solution explains how to prove that two given processes are independent stationary processes and how this means that another process is also stationary.