Is stability preserved under a linear combination? – stats.stackexchange.com

Imagine we have two time-series processes, which are stable, producing: $x_t,y_t$. Is $z_t=\alpha x_t +\beta y_t$, $\forall \alpha, \beta \in \mathbb{R}$ also stable? Any help would be appreciated. ...

from Hot Questions - Stack Exchange OnStackOverflow
via Blogspot

Share this

Artikel Terkait

0 Comment to "Is stability preserved under a linear combination? – stats.stackexchange.com"