can you please explain how they got that X is not covariance stationary due to non-constant mean?
If X had a constant mean, it would not be trending. This is without looking at the books - but see if it applies.
can you please explain how they got that X is not covariance stationary due to non-constant mean?
If X had a constant mean, it would not be trending. This is without looking at the books - but see if it applies.