discrete white noise

The stochastic processMathworldPlanetmath {Zt,tT},where T is the set of natural integers or the set of all integers , is said to be white noise with mean 0 and variance σ2, written {Zt}WN(0,σ2), if and only if {Zt} has zero mean and autocovariance function

γ(h)={σ2if h=00if h0
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