Howtosignalprocessing
- Is white noise process strictly stationary?
- Is stationarity and white noise the same?
- Is white noise autocorrelated?
- What is iid noise in time series?
Is white noise process strictly stationary?
White noise is the simplest example of a stationary process. An example of a discrete-time stationary process where the sample space is also discrete (so that the random variable may take one of N possible values) is a Bernoulli scheme.
Is stationarity and white noise the same?
For example, a white noise is stationary but may not be strict stationary, but a Gaussian white noise is strict stationary. Also, general white noise only implies uncorrelation while Gaussian white noise also implies independence. Because if a process is Gaussian, uncorrelation implies independence.
Is white noise autocorrelated?
A white noise process has an autocorrelation function of zero at all lags except a value of unity at lag zero, to indicate that the process is completely uncorrelated.
What is iid noise in time series?
ˆ Independent and identically distributed (iid) noise: Perhaps the simplest model. for a time series is one in which there is no trend or seasonal component and in which the observations are simply independent and identically distributed (iid) random variables with zero mean.
