Proof that Autocovariance Depends Only on Lag for Weakly Stationary Processes
Students often confuse weak stationarity with strict stationarity, or assume that constant variance is a *separate* condition, rather than a special case of the autocovariance depending on lag (when \ h=0 \). They might also struggle with the implication of "time-invariant autocovariance" meaning dependency on lag.
Institutional Reference: Time Series Analysis
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