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White noise process

Discussion in 'CS2' started by Aisha, May 31, 2019.

  1. Aisha

    Aisha Very Active Member

    Hello

    Can you please tell me if Yk ( in the attached image) is a white noise process?
     

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    Aisha, May 31, 2019
    #1
    ileanad likes this.
  2. Andrew Martin

    Andrew Martin ActEd Tutor Staff Member

    Hello

    As long as the \( Y_k \) are all independent, then technically yes in the sense of the definition in Chapter 1. Normally, however, white noise processes have mean 0.

    Note that this is different to the definition in relation to time series, which states the mean is 0.

    Andy
     
    Andrew Martin, Sep 15, 2019
    #2

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