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The previous suggestion that the autocovariance was the autocorrelation of a process with zero mean was just plain wrong. I thought this page could use extensive revision to bring it into line with the definition of covariance.
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explain weakly stationary process
In If X(t) is a weakly stationary process, then the following are true:
- for all t, s
where is the lag time, or the amount of time by which the signal has been shifted.
Please explain more about it.
- and :can not be found in link provided
explain linearly filtered process
In The autocovariance of a linearly filtered process
Explain linearly filtered process and what properties the autocovariance will have if it is not a linearly filtered process.