SOME DISTINGUISHING CHARACTERISTICS OF THE LINEAR IMMUTABILITY OF CONTINUOUS TIME SERIES VIA BIVARIATE VECTOR VALUED STOCHASTIC PROCESSES

During the process of analyzing the continuous expanded finite Fourier transforms of strictly stable $(i+j)$ vector-valued time series, it is presumed that some of the observations have been misplaced. This is done on the basis of an assumption. This is due to the fact that the method entails looking at continuous extended finite Fourier transforms. This is done so that the findings can be interpreted in a manner that is as precise as is practical given the information that is available. The reason for this is so that the findings can be used to make better decisions. Consequently of this additional data, the continuous Fourier transform will become the focal point of the researchers' achievements. At the present time, the concept of asymptotic moments is garnering a large amount of interest from researchers all around the world. In this investigation we will apply our theoretical study in case study on the subject of Electricity Energy,