statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional...

trend-stationary process is a stochastic process from which an underlying trend (function solely of time) can be removed, leaving a stationary process. The...

stationary ergodic process is a stochastic process which exhibits both stationarity and ergodicity. In essence this implies that the random process will...

time series to be non-stationary, yet have no unit root and be trend-stationary. In both unit root and trend-stationary processes, the mean can be growing...

distribution of a stationary process or stationary time series The set of joint probability distributions of a stationary process or stationary time series...

time. If { X t } {\displaystyle \left\{X_{t}\right\}} is a weakly stationary (WSS) process, then the following are true:: p. 163  μ t 1 = μ t 2 ≜ μ {\displaystyle...

stochastic process. For a strongly stationary process, the conditional entropy for latest random variable eventually tend towards this rate value. A process X...

states; every stationary process in N outcomes is a Bernoulli scheme, and vice versa. Bessel process Birth–death process Branching process Branching random...

Unit root processes, trend-stationary processes, autoregressive processes, and moving average processes are specific forms of processes with autocorrelation...

proportion of time which the server is occupied. The probability that the stationary process is in state i (contains i customers, including those in service) is: 172–173 ...