List questions from stationary-processes

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Covariance stationarity of AR in time series

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Cointegrated multivariate time series - question about a derivation

Published on 25 Mar 2026 - 12:56

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How to simulate a stationary positive AR(1) process?

Published on 25 Mar 2026 - 21:46

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Does a continuous state markov chain with stochastic transition density $K^n(x,y)>0$ for any $x$ and $y$ have a unique stationary distribution?

Published on 27 Jan 2017 - 20:46

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Discrete random processes

Published on 29 Jan 2017 - 8:08

692

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Simple exercise on a basic stochastic process (cov, stationary, expectation)

Published on 04 Feb 2017 - 11:24

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Is $y(t)=\sin(2\pi t+\varphi)$ SSS?

Published on 09 Feb 2017 - 14:40

225

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Proof that an AR(p) process is stationary IFF the roots of the characteristic equation lie outside the unit circle?

Published on 17 Feb 2017 - 18:16

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Calculate the stationary probability distribution for a specific countable Markov chain

Published on 23 Feb 2017 - 21:39

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Definition of Stationary Increment

Published on 03 Mar 2017 - 1:08

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If $\alpha(X_{0}, X_{n}) \rightarrow 0$ as $n \rightarrow \infty$, is the process $\{X_n\}_n$ strongly mixing?

Published on 26 Mar 2026 - 4:53

194

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Strong mixing conditions for semi Markov chains and/or regenerative processes?

Published on 26 Mar 2026 - 6:28

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Generation processes and P-density

Published on 16 Mar 2017 - 4:23

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Can a Markov process be ergodic but not stationary?

Published on 25 Mar 2026 - 15:46

List Question

Stationary distribution of transient states

Covariance stationarity of AR in time series

Cointegrated multivariate time series - question about a derivation

How to simulate a stationary positive AR(1) process?

Does a continuous state markov chain with stochastic transition density $K^n(x,y)>0$ for any $x$ and $y$ have a unique stationary distribution?

Discrete random processes

Simple exercise on a basic stochastic process (cov, stationary, expectation)

Is $y(t)=\sin(2\pi t+\varphi)$ SSS?

Proof that an AR(p) process is stationary IFF the roots of the characteristic equation lie outside the unit circle?

Calculate the stationary probability distribution for a specific countable Markov chain

Definition of Stationary Increment

If $\alpha(X_{0}, X_{n}) \rightarrow 0$ as $n \rightarrow \infty$, is the process $\{X_n\}_n$ strongly mixing?

Strong mixing conditions for semi Markov chains and/or regenerative processes?

Generation processes and P-density

Can a Markov process be ergodic but not stationary?

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