Question
It is said that the mean and variance of stable time series data are invariant over time, and that the mean and variance change over
It is said that the mean and variance of stable time series data are invariant over time, and that the mean and variance change over time. Prove mathematically, citing representative models of stable and unstable time series data.
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Essentials Of Time Series For Financial Applications
Authors: Massimo Guidolin, Manuela Pedio
1st Edition
0128134100, 9780128134108
