Explore: Stationary Processes

evolving mean. A trend-stationary process is not strictly stationary but can be made stationary by removing the trend. Similarly, processes with unit roots can

while unit-root processes have a permanent impact on the mean (i.e. no convergence over time). A process {Y} is said to be trend-stationary if Y t = f (

unit roots, the process will have to be differenced d times in order to make it stationary. Due to this characteristic, unit root processes are also called

processes Basic affine jump diffusion Bernoulli process: discrete-time processes with two possible states. Bernoulli schemes: discrete-time processes

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

processes strict-sense stationarity implies wide-sense stationarity but not every wide-sense stationary stochastic process is strict-sense stationary

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

autocorrelation, such as unit root processes, trend-stationary processes, autoregressive processes, and moving average processes. In statistics, the autocorrelation

coefficients are allowed to change over time to model evolving or non-stationary processes. TVAR models are widely applied in cases where the underlying dynamics

Look up stationary in Wiktionary, the free dictionary. Stationary may refer to: "Stationary", a song from Copacetic (Knuckle Puck album) a common misspelling