, . , , . , .
X (ω, t), ω , t - . t X (ω, t) . ω - X (ω, t) t . . , .
, . . , , . . , , . , [21].
, X (ω, t) t, , ω X (ω, t) X (t) Xt. , . , , .
. , { Xt, t = 0, 1, 2,} , ( 1 ,..., n) (1+ h, ..., n + h) h n > 0. , , ( 1 ,..., n) . , .
. { t } , t t - l (l - ) . .
,
1. μ X (t) = (Xt).
2. Var (Xt) = E [ Xt - μ X (t)]2.
|
|
3. γ X(r,s) = Cov (Xr, Xs) = E [(Xr - μ X (r)) (Xs - μ X (s))]
r s.
{ t } ,
) μ X (t) t.
b) γ X (t + h, t) t h.
, , () . iid- (independent and identically distributed). n x 1 ,..., xn
F (x) 1, 2,....
, h ≥ 1 x 1, x 2,..., xn
, 1 ,..., n n + h.
, { t } iid - E (X 2 t) = σ2 < ∞, ) , E (Xt) = 0 t.
, iid - , { t } ~ IID (0, σ2). , t , σ2.