n*******o
发帖数: 18 | 1 Two non-stationary processes X_t, Y_t. Prove that conditional correlation
corr_r(X_r+d,Y_r+d) converges to 1 as d goes to infinity.
Is there any paper I can read? | t**********a
发帖数: 166 | 2 I feel the conclusion is wrong...
【在 n*******o 的大作中提到】
: Two non-stationary processes X_t, Y_t. Prove that conditional correlation
: corr_r(X_r+d,Y_r+d) converges to 1 as d goes to infinity.
: Is there any paper I can read?
| n*******o
发帖数: 18 | 3 Could you pls explain it a bit, if you think it is wrong?
【在 t**********a 的大作中提到】
: I feel the conclusion is wrong...
| c****w
发帖数: 35 | 4 corr_r(X_r+d,Y_r+d)=corr_r(X_r,Y_r) if d is constant
【在 n*******o 的大作中提到】
: Could you pls explain it a bit, if you think it is wrong?
| d**e
发帖数: 13 | 5 Do you mean corr_r(X_r+d,Y_r+d) converges to 1 as "r" goes to infinity
instead of "d"?
【在 n*******o 的大作中提到】
: Two non-stationary processes X_t, Y_t. Prove that conditional correlation
: corr_r(X_r+d,Y_r+d) converges to 1 as d goes to infinity.
: Is there any paper I can read?
| n*******o
发帖数: 18 | 6 corr_r(X_(r+d),Y_(r+d)) converges to 1 as d goes to infinity. thx
【在 d**e 的大作中提到】
: Do you mean corr_r(X_r+d,Y_r+d) converges to 1 as "r" goes to infinity
: instead of "d"?
|
|
