discrete white noise

The stochastic process $\{Z_t,t\in T\}$,where T is the set of natural integers $\mathbb{N}$ or the set of all integers $\mathbb{Z}$, is said to be white noise with mean 0 and variance ${\sigma }^2$, written $\{Z_t\}\sim WN(0,{\sigma }^2)$, if and only if $\{Z_t\}$ has zero mean and autocovariance function

Title	discrete white noise
Canonical name	DiscreteWhiteNoise
Date of creation	2013-03-22 15:20:24
Last modified on	2013-03-22 15:20:24
Owner	georgiosl (7242)
Last modified by	georgiosl (7242)
Numerical id	8
Author	georgiosl (7242)
Entry type	Definition
Classification	msc 60G10
Classification	msc 60H40