Hi mam, I understand independence and stationarity, but there may be flaw on my other understanding.
reasoning for I said,"increments of discrete white noise is not stationary" is:-
suppose for Binomial Stochastic process(a discrete white noise) , \(Z_i \sim Binomial(n,p) \).
\( Z_{i+1}-Z_i \) can not have stationarity......... (as for \(Z_i=1~and~Z_i=n-2 \), \( Z_{i+1}-Z_i \) have different distribution. )
Last edited: Aug 18, 2015