covariant-stationary

In Reference to R15.P1.T2.DIEBOLD_CH8_Topic: AR(p) Properties-COVARIANT-STATIONARY :- Wanted to clarify if the AR(p) Property of Covariance Stationarity should include the conditions that the Mean and the variance be Stable/Constant ..? The Inverse of the Roots of the Lag Operator is a...

In Reference to R15.P1.T2.DIEBOLD_CH7_Topic: WOLD'S_REPRESENTATION & COVARIANT-STATIONARY :- In Diebold Ch-7: On Pg 20 we have a statement stating the following: The " Non-Stationary Components " such as "Trends & Seasonality" should be removed from a Time Series to ultimately form a...