What is a weakly stationary (covariance stationary) stochastic process?

processes. The essence of this approach consists of: an accumulation and evaluation of Marcovian stochastics via macro functional of the stochastic process; use ... an information process with stochastic volatility. JEL classification: G12 ... Informational Con0 tent of Implied Volatility, Review of Financial ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... May 22, 2020 ... ... process—the minimal amount of information required to ... If the considered time series is generated by a stochastic process of Markov ... Aug 8, 2024 ... Stochastic Processes and their Applications 55, 159 - 167 (1995). A stochastic process arising in sequential experimentation. Statistics ... Jul 25, 2023 ... The aggregated stochastic processes can be used to decribe evolution processes with group information observed, for example, the underlying ... ... information in a random process and characterizing its asymptotic behavior. ... stochastic manner. The basic approach to proving positive coding theorems. ... Informational Sciences (PEIS), 3, 223-236. Sigman, K., (1990). One ... Independent Sampling of a Stochastic Process Stoch. Proc. Appls., 74, 151 ... Jul 13, 2022 ... This paper proposes a novel model of sequential information design, namely the Markov persuasion processes (MPPs), in which a sender, with informational ... ... informational and statistical characterization of the classical stochastic processes that result from that interaction.As a classical observer uses a ...