• statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional...
    20 KB (2,627 words) - 06:45, 20 June 2024
  • trend-stationary process is a stochastic process from which an underlying trend (function solely of time) can be removed, leaving a stationary process. The...
    6 KB (879 words) - 13:23, 10 April 2024
  • 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...
    16 KB (2,095 words) - 03:09, 28 January 2024
  • stationary ergodic process is a stochastic process which exhibits both stationarity and ergodicity. In essence this implies that the random process will...
    2 KB (260 words) - 18:25, 28 January 2024
  • distribution of a stationary process or stationary time series The set of joint probability distributions of a stationary process or stationary time series...
    2 KB (253 words) - 00:29, 19 June 2024
  • [-\log c(n,n,X)]} exist and are equal for any stationary process including the stationary ergodic process X. Denote it as H. Argue that both c ( i , k...
    22 KB (3,951 words) - 12:22, 22 September 2024
  • stochastic process. For a strongly stationary process, the conditional entropy for latest random variable eventually tend towards this rate value. A process X...
    5 KB (781 words) - 00:37, 19 June 2024
  • 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...
    8 KB (1,342 words) - 10:26, 15 May 2024
  • states; every stationary process in N outcomes is a Bernoulli scheme, and vice versa. Bessel process Birth–death process Branching process Branching random...
    5 KB (407 words) - 21:21, 25 August 2023
  • Whittaker–Shannon interpolation formula (category Digital signal processing)
    generally converge if the sample sequence comes from sampling almost any stationary process, in which case the sample sequence is not square summable, and is...
    6 KB (776 words) - 20:56, 20 June 2024