A stochastic process {xt: t = 1,2,….} with a finite second moment [E(xt2) < ![A stochastic process {x<sub>t</sub>: t = 1,2,….} with a finite second moment [E(x<sub>t</sub><sup>2</sup>) < ] is covariance stationary if: A) E(x<sub>t</sub>) is variable, Var(x<sub>t</sub>) is variable, and for any t, h 1, Cov(x<sub>t</sub>, x<sub>t+h</sub>) depends only on 'h' and not on 't'. B) E(x<sub>t</sub>) is variable, Var(x<sub>t</sub>) is variable, and for any t, h 1, Cov(x<sub>t</sub>, x<sub>t+h</sub>) depends only on 't' and not on h. C) E(x<sub>t</sub>) is constant, Var(x<sub>t</sub>) is constant, and for any t, h 1, Cov(x<sub>t</sub>, x<sub>t+h</sub>) depends only on 'h' and not on 't'. D) E(x<sub>t</sub>) is constant, Var(x<sub>t</sub>) is constant, and for any t, h 1, Cov(x<sub>t</sub>, x<sub>t+h</sub>) depends only on 't' and not on 'h'.](https://d2lvgg3v3hfg70.cloudfront.net/TB8272/11eb6b8a_02a7_9d09_bf83_7b7fec60869d_TB8272_11.jpg)
] is covariance stationary if:
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