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Is $X_t$ a wide-sense stationary process?

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#stochastic-processes #stationary-processes
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Absorbing Markov chain and almost sure convergence

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#markov-chains #markov-process #stationary-processes
173
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Mean value of a strict-sense stationary stochastic process

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#stochastic-processes #means #stationary-processes
660
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Stationarity of ARMA model

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#statistics #time-series #stationary-processes
125
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The Law of Total Covariance on a Gaussian Process

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#probability #statistics #stochastic-processes #statistical-inference #stationary-processes
127
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application of Markov Chain and stationary distribution

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#probability #probability-theory #stochastic-processes #stationary-processes
76
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(Weak) Convergence of stationary distributions under tightness

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#weak-convergence #probability-limit-theorems #stationary-processes
153
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Durrett Stationary sequence counterexample

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#probability #probability-theory #markov-chains #stationary-processes
51
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Showing $\lim\limits_{R \uparrow \infty} \frac{1}{R^3} \int_{-R}^R \psi^2 (w,x) \, dx = 0$

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#real-analysis #probability #measure-theory #stochastic-processes #stationary-processes
851
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Weak stationarity for a stochastic process $\{X(t) \}$

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#probability-theory #stochastic-processes #stationary-processes
44
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Stationary sequence and nonzero probabilities

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#stochastic-processes #stationary-processes
369
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Weak stationarity versus Strong stationarity for a stochastic process

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#probability-theory #probability-distributions #stochastic-processes #stationary-processes
128
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Interpretation of autocorrelation function

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#probability-theory #random-variables #correlation #stationary-processes #noise
1.3k
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AR(2) process- covariance stationary- complex roots

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#statistics #complex-numbers #stationary-processes
105
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Limit of a Markov Chain?

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#stochastic-processes #markov-chains #stationary-processes

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