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Characterization of stationary distribution of diffusion process

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#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stationary-processes
349
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When is the following process stationary?

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#time-series #stationary-processes
137
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Independence of stationary process and it's derivative.

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#probability-theory #stochastic-processes #stationary-processes
360
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Ito diffusion: Connection between backward Kolmogorov equation and stationary distribution

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#partial-differential-equations #stochastic-processes #stationary-processes
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What exactly does it mean to multiply a vector by the transition matrix of a Markov process?

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#markov-chains #markov-process #stationary-processes
55
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Determining the parameters of a uniform distribution from its autocorrelation function

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#stochastic-processes #random-variables #stationary-processes
8.8k
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What is the difference between a weakly stationary process and strictly stationary process?

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#probability #probability-distributions #stochastic-processes #stationary-processes
243
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Question for covariance stationary process

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#stochastic-processes #covariance #stationary-processes
80
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Example of ANY stochastic process (SDE), with reversible distribution

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#stochastic-processes #stochastic-calculus #stochastic-analysis #stationary-processes
48
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Determine stationarity of time series containing sin of white noise

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#time-series #stationary-processes #noise
59
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Show that $_=_1+⋯+_$ where $\{_\}_{\geq1}$ is not stationary.

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#stochastic-processes #stationary-processes
53
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gaussian white noise implies gaussian arma process

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#normal-distribution #stationary-processes #noise
31
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Autoregressive process with random walk perturbation.

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#signal-processing #time-series #stationary-processes
807
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Linear combination of terms of stationary process is stationary

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#probability #probability-theory #stochastic-processes #stationary-processes
41
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Are identically distributed variables sufficient for stationarity? if so of what kind?

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#statistics #time-series #stationary-processes

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