Week 6.2: Ergodicity of wide-sense stationary processes

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From the course by National Research University Higher School of Economics
Stochastic processes
7 ratings
National Research University Higher School of Economics
7 ratings
From the lesson
Week 6: Ergodicity, differentiability, continuity
Upon completing this week, the learner will be able to determine whether a given stochastic process is differentiable and apply the term of continuity and ergodicity to stochastic processes

Meet the Instructors

  • Vladimir Panov
    Vladimir Panov
    Assistant Professor
    Faculty of economic sciences, HSE

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