150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án (Phần 5)

A process, xt, which has a constant mean and variance, and zero autocovariance for all non-zero lags is best described as:

8/20

A process, xt, which has a constant mean and variance, and zero autocovariance for all non-zero lags is best described as:

A white noise process

A covariance stationary process

An autocorrelated process

A moving average process

Giải thích

Chọn đáp án: A