6043随机过程简单derivationshort
Autocorrelation of a Stationary OU Process at a Lag
题目
A stationary OU process has mean-reversion speed kappa = 0.7. What is the autocorrelation between X_t and X_{t+2}?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A stationary OU process has mean-reversion speed kappa = 0.7. What is the autocorrelation between X_t and X_{t+2}?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案