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...

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...

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

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

[-\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...

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...

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...

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...