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Auto covarianza:

C ( t 1 ,t 2 )=E ( X t 1 X t 2 ) −μ ( t 1 ) μ ( t 2 )

C ( t 1 ,t 2 )=μ 2X +t 2 μ X μV + t 1 μ X μV +t 1 t 2 μ2V −[ ( μ X +t 1 μV )( μ X +t 2 μ V ) ]
0 0 0 0 0

C ( t 1 ,t 2 )=μ +t 2 μ X μV + t 1 μ X μV +t 1 t 2 μ −μ −μ X t 2 μV −μ X t 1 μV −t 1 t 2 μ2V C ( t 1 ,t 2 )=0


2 2 2
X0 0 0
V X0 0 0

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