A question about stochastic processes Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Distributions of Stochastic ProcessesAlternative definitions of stochastic processes?A question about continuity of stochastic processesGenerating cross-correlated stochastic processesWhat are the minimum and maximum prerequisites to study Stochastic Processes?Stochastic Processes reference request [cheap textbook edition]Random walk and definition of Stochastic ProcessesDo these two different ways of interpreting stochastic processes have names?Independence of stochastic processesConstruction of stochastic processes from their discrete or continuous counterparts.
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A question about stochastic processes
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Distributions of Stochastic ProcessesAlternative definitions of stochastic processes?A question about continuity of stochastic processesGenerating cross-correlated stochastic processesWhat are the minimum and maximum prerequisites to study Stochastic Processes?Stochastic Processes reference request [cheap textbook edition]Random walk and definition of Stochastic ProcessesDo these two different ways of interpreting stochastic processes have names?Independence of stochastic processesConstruction of stochastic processes from their discrete or continuous counterparts.
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Imagine i have two stochastic processes.One is low frequency and the other is high frequency.Suppose i obtain 2 random variables X (low frequency process) and Y(high frequency process) from these processes at times $t_0 $ and $t_0+Delta t$.Why is $corr(X(t_0), X(t_0+Delta t)) gt corr(Y(t_0),Y(t_0+Delta t))$?
probability probability-theory stochastic-processes correlation
asked Apr 2 at 11:04
Am_mathAm_math
12
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add a comment |
$begingroup$
Imagine i have two stochastic processes.One is low frequency and the other is high frequency.Suppose i obtain 2 random variables X (low frequency process) and Y(high frequency process) from these processes at times $t_0 $ and $t_0+Delta t$.Why is $corr(X(t_0), X(t_0+Delta t)) gt corr(Y(t_0),Y(t_0+Delta t))$?
probability probability-theory stochastic-processes correlation
asked Apr 2 at 11:04
Am_mathAm_math
12
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$begingroup$
Please see math.meta.stackexchange.com/questions/5020
$endgroup$
– Lord Shark the Unknown
Apr 2 at 11:07
add a comment |
$begingroup$
Imagine i have two stochastic processes.One is low frequency and the other is high frequency.Suppose i obtain 2 random variables X (low frequency process) and Y(high frequency process) from these processes at times $t_0 $ and $t_0+Delta t$.Why is $corr(X(t_0), X(t_0+Delta t)) gt corr(Y(t_0),Y(t_0+Delta t))$?
probability probability-theory stochastic-processes correlation
asked Apr 2 at 11:04
Am_mathAm_math
12
$endgroup$
Imagine i have two stochastic processes.One is low frequency and the other is high frequency.Suppose i obtain 2 random variables X (low frequency process) and Y(high frequency process) from these processes at times $t_0 $ and $t_0+Delta t$.Why is $corr(X(t_0), X(t_0+Delta t)) gt corr(Y(t_0),Y(t_0+Delta t))$?
probability probability-theory stochastic-processes correlation
probability probability-theory stochastic-processes correlation
asked Apr 2 at 11:04
Am_mathAm_math
12
asked Apr 2 at 11:04
Am_mathAm_math
12
edited Apr 2 at 11:16
Am_math
asked Apr 2 at 11:04
Am_mathAm_math
12
asked Apr 2 at 11:04
Am_mathAm_math
12
asked Apr 2 at 11:04
Am_mathAm_math
12
12
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Please see math.meta.stackexchange.com/questions/5020
$endgroup$
– Lord Shark the Unknown
Apr 2 at 11:07
add a comment |
$begingroup$
Please see math.meta.stackexchange.com/questions/5020
$endgroup$
– Lord Shark the Unknown
Apr 2 at 11:07
$begingroup$
Please see math.meta.stackexchange.com/questions/5020
$endgroup$
– Lord Shark the Unknown
Apr 2 at 11:07
$begingroup$
Please see math.meta.stackexchange.com/questions/5020
$endgroup$
– Lord Shark the Unknown
Apr 2 at 11:07
add a comment |
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Please see math.meta.stackexchange.com/questions/5020
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– Lord Shark the Unknown
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